Separating the predictable part of returns with CNN-GRU-attention from inputs to predict stock returns-Reference-Cited by-同舟云学术

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Separating the predictable part of returns with CNN-GRU-attention from inputs to predict stock returns

Published:2024-11 Issue: Volume:165 Page:112116
ISSN:1568-4946
Container-title:Applied Soft Computing
language:en
Short-container-title:Applied Soft Computing

Author:

Yang Jiahao^ORCID,Zhang Ming^ORCID,Fang Ran,Zhang Wenkai^ORCID,Zhou Jun

Funder

Youth Innovation Promotion Association of the Chinese Academy of Sciences

Publisher

Elsevier BV

Reference46 articles.

1. Efficient capital markets: A review of theory and empirical work;Fama;J. Finance,1970

2. Efficient market hypothesis and forecasting;Timmermann;Int. J. Forecast.,2004

3. Stock price prediction using the ARIMA model;Ariyo,2014

4. Application of kalman filter in the prediction of stock price;Yan,2015

5. Stock price prediction using Facebook prophet and arima models;Garlapati,2021

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