Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction

Author:

Koa Kelvin J.L.1ORCID,Ma Yunshan1ORCID,Ng Ritchie2ORCID,Chua Tat-Seng1ORCID

Affiliation:

1. National University of Singapore, Singapore, Singapore

2. Eastspring Investments, Singapore, Singapore

Publisher

ACM

Reference62 articles.

1. Ryo Akita , Akira Yoshihara , Takashi Matsubara , and Kuniaki Uehara . 2016. Deep learning for stock prediction using numerical and textual information . In ICIS. IEEE Computer Society , 1--6. Ryo Akita, Akira Yoshihara, Takashi Matsubara, and Kuniaki Uehara. 2016. Deep learning for stock prediction using numerical and textual information. In ICIS. IEEE Computer Society, 1--6.

2. Short-Selling Bans Around the World: Evidence from the 2007-09 Crisis

3. Eugene Belilovsky , Kyle Kastner , Gaë l Varoquaux, and Matthew B. Blaschko . 2017 . Learning to Discover Sparse Graphical Models. In ICML (Proceedings of Machine Learning Research , Vol. 70). PMLR, 440-- 448 . Eugene Belilovsky, Kyle Kastner, Gaë l Varoquaux, and Matthew B. Blaschko. 2017. Learning to Discover Sparse Graphical Models. In ICML (Proceedings of Machine Learning Research, Vol. 70). PMLR, 440--448.

4. George EP Box , Gwilym M Jenkins , Gregory C Reinsel , and Greta M Ljung . 2015. Time series analysis: forecasting and control . John Wiley & Sons . George EP Box, Gwilym M Jenkins, Gregory C Reinsel, and Greta M Ljung. 2015. Time series analysis: forecasting and control. John Wiley & Sons.

5. Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market

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