Stock Market Prediction Based on Generative Adversarial Network

Author:

Zhang Kang,Zhong Guoqiang,Dong Junyu,Wang Shengke,Wang Yong

Publisher

Elsevier BV

Subject

General Engineering

Reference12 articles.

1. Areekul, P., Senjyu, T., Toyama, H., Yona, A., 2010. A hybrid arima and neural network model for short-term price forecasting in deregulated market. IEEE Transactions on Power Systems Pwrs.

2. Time series analysis: Forecasting and control;Box;Journal of Time,1976

3. Chandar, S.K., Sumathi, M., Sivanandam, S.N., 2016. Prediction of stock market price using hybrid of wavelet transform and artificial neural network. Indian Journal of Science & Technology 9.

4. Ding, X., Zhang, Y., Liu, T., Duan, J., 2015. Deep learning for event-driven stock prediction, in: Proceedings of the Twenty-Fourth International Joint Conference on Artificial Intelligence, IJCAI 2015, Buenos Aires, Argentina, July 25-31, 2015, pp. 2327–2333.

5. Goodfellow, I.J., Pouget-Abadie, J., Mirza, M., Xu, B., Warde-Farley, D., Ozair, S., Courville, A.C., Bengio, Y., 2014. Generative adversarial nets, in: Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, December 8-13 2014, Montreal, Quebec, Canada, pp. 2672–2680.

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