Fourier transform based LSTM stock prediction model under oil shocks
Author:
Affiliation:
1. School of Business, Central South University, Changsha, 410083, China
2. School of Economics, Huazhong University of Science and Technology, Wuhan, 430074, China
Abstract
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Development,Geography, Planning and Development
Reference49 articles.
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3. An Y, Sun M, Gao C, et al. (2018) Analysis of the impact of crude oil price fluctuations on china's stock market in different periods—based on time series network model. Physica A 492: 1016-1031. https://doi.org/10.1016/j.physa.2017.11.032
4. Barsky RB, Kilian L (2001) Do we really know that oil caused the great stagflation? a monetary alternative. NBER Macroecon Annu 16: 137-183. https://doi.org/10.3386/w8389
5. Barsky RB, Kilian L (2004) Oil and the macroeconomy since the 1970s. J Econ Perspect 18: 115-134. https://doi.org/10.3386/w10855
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