Long short‐term memory networks for CSI300 volatility prediction with Baidu search volume

Author:

Zhou Yu‐Long1,Han Ren‐Jie2ORCID,Xu Qian2,Jiang Qi‐Jie3ORCID,Zhang Wei‐Ke2

Affiliation:

1. School of MathematicsYunnan Normal University Kunming China

2. School of EconomicsSichuan University Chengdu China

3. School of BusinessSichuan University Chengdu China

Funder

Fundamental Research Funds for the Central Universities

Publisher

Wiley

Subject

Computational Theory and Mathematics,Computer Networks and Communications,Computer Science Applications,Theoretical Computer Science,Software

Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. ESG Volatility Prediction Using GARCH and LSTM Models;Financial Internet Quarterly;2023-12-01

2. High-frequency CSI300 futures trading volume predicting through the neural network;Asian Journal of Economics and Banking;2023-05-31

3. Forecasting realised volatility from search volume and overnight sentiment: Evidence from China;Research in International Business and Finance;2022-12

4. A Hybrid Approach by CEEMDAN-Improved PSO-LSTM Model for Network Traffic Prediction;Security and Communication Networks;2022-09-12

5. Multi-task Envisioning Transformer-based Autoencoder for Corporate Credit Rating Migration Early Prediction;Proceedings of the 28th ACM SIGKDD Conference on Knowledge Discovery and Data Mining;2022-08-14

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