Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach

Author:

Chen Shun,Guo Lingling,Ge LeiORCID

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Reference37 articles.

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3. Appel, G. (1979). The moving average convergence divergence trading method (150 Great Neck Rd, Great Neck, NY 11021: Signalert Corp).

4. Bai, S., Kolter, J. Z., & Koltun, V. (2018). An empirical evaluation of generic convolutional and recurrent networks for sequence modeling. Universal language model fine-tuning for text classification, pp. 30–44.

5. Barbaglia, L., Manzan, S., & Tosetti, E. (2021). Forecasting loan default in europe with machine learning. Journal of Financial Econometrics pp. 1–28.

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