Conducting stock market index prediction via the localized spatial–temporal convolutional network-Reference-Cited by-同舟云学术

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Conducting stock market index prediction via the localized spatial–temporal convolutional network

Published:2023-05 Issue: Volume:108 Page:108687
ISSN:0045-7906
Container-title:Computers and Electrical Engineering
language:en
Short-container-title:Computers and Electrical Engineering

Author:

Wang Changhai,Ren Jiaxi,Liang Hui,Gong Jingwenqi,Wang Bo^ORCID

Funder

Department of Science and Technology of Henan Province

Science and Technology Program of Hunan Province

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,General Computer Science,Control and Systems Engineering

Reference30 articles.

1. Fusion in stock market prediction: a decade survey on the necessity, recent developments, and potential future directions;Thakkar;Inf Fusion,2021

2. Temporal relational ranking for stock prediction;Feng;ACM Trans Inf Syst,2019

3. Cheng R, Li Q. Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks. In: Proceedings of the AAAI conference on artificial intelligence. Vol. 35. No. 1. 2021, p. 55–62.

4. Artificial Intelligent based day-ahead stock market profit forecasting;Luo;Comput Electr Eng,2022

5. The new technical trader;Tushar,1994

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