Stock movement prediction via gated recurrent unit network based on reinforcement learning with incorporated attention mechanisms

Author:

Xu Hongfeng,Chai Lei,Luo Zhiming,Li Shaozi

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Artificial Intelligence,Cognitive Neuroscience,Computer Science Applications

Reference54 articles.

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2. M. Makrehchi, S. Shah, W. Liao, Stock prediction using event-based sentiment analysis, in: Proceedings of the 2013 IEEE/WIC/ACM International Joint Conferences on Web Intelligence

3. (WI) and Intelligent Agent Technologies (IAT)-Volume 01, IEEE Computer Society, 2013, pp. 337-342.

4. An empirical analysis of data requirements for financial forecasting with neural networks;Walczak;Journal of Management Information Systems,2001

5. Sentiment analysis on social media for stock movement prediction;Nguyen;Expert Systems with Applications,2015

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