Multi-task Recurrent Neural Networks and Higher-order Markov Random Fields for Stock Price Movement Prediction

Author:

Li Chang1,Song Dongjin2,Tao Dacheng3

Affiliation:

1. UBTECH Sydney AI Centre, SCS, University of Sydney & Capital Markets CRC, Australia, Sydney, NB, Australia

2. NEC Laboratories America, Inc., Princeton, NJ, USA

3. UBTECH Sydney AI Centre, SCS, University of Sydney, Sydney, Australia

Funder

China Hebei Provincial Department of Human Resources

Publisher

ACM

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3. DTSMLA: A dynamic task scheduling multi-level attention model for stock ranking;Expert Systems with Applications;2024-06

4. Deep Coupling Network for Multivariate Time Series Forecasting;ACM Transactions on Information Systems;2024-04-27

5. Exploring The Efficient Market Hypothesis for Accurate Stock Movement Prediction via Feature-Axis Transformer;Proceedings of the 39th ACM/SIGAPP Symposium on Applied Computing;2024-04-08

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