CREST: Cross-Reference to Exchange-based Stock Trend Prediction using Long Short-Term Memory-Reference-Cited by-同舟云学术

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CREST: Cross-Reference to Exchange-based Stock Trend Prediction using Long Short-Term Memory

Published:2020 Issue: Volume:167 Page:616-625
ISSN:1877-0509
Container-title:Procedia Computer Science
language:en
Short-container-title:Procedia Computer Science

Author:

Thakkar Ankit,Chaudhari Kinjal

Publisher

Elsevier BV

Subject

General Engineering

Reference27 articles.

1. Nonlinearity and complex dynamics in economics and finance;Brock,2018

2. Hartman D, Hlinka J. Nonlinearity in stock networks. Chaos: An Interdisciplinary Journal of Nonlinear Science;.

3. Computational intelligence and financial markets: A survey and future directions;Cavalcante;Expert Systems with Applications,2016

4. Technical, fundamental, and combined information for separating winners from losers;Chen;Pacific-Basin Finance Journal,2016

5. On the increasing importance of multiple criteria decision aid methods for portfolio selection;Aouni;Journal of the Operational Research Society.,2018

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4. Unleashing the Power of Tweets and News in Stock-Price Prediction Using Machine-Learning Techniques;Algorithms;2024-05-28

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