Finformer: A Static-dynamic Spatiotemporal Framework for Stock Trend Prediction-Reference-Cited by-同舟云学术

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Finformer: A Static-dynamic Spatiotemporal Framework for Stock Trend Prediction

Published:2023-12-15 Issue: Volume:1 Page:1460-1469
ISSN:
Container-title:2023 IEEE International Conference on Big Data (BigData)
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Author:

Zu Yi¹,Mi Jiacong¹,Song Lingning²,Lu Shan³,He Jieyue¹

Affiliation:

1. Southeast University,School of Computer Science and Engineering, Key Lab of Computer Network and Information Integration, MOE,Nanjing,China

2. Southeast University,School of Software Engineering,Nanjing,China

3. Nanjing Fenghuo Tiandi Communication Technology Co., Ltd,Nanjing,China

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/10385234/10386078/10386751.pdf?arnumber=10386751

Reference48 articles.

1. The Behavior of Stock-Market Prices

2. A survey of behavioral finance;Barberis;Handbook of the Economics of Finance,2003

3. Enhancing Stock Movement Prediction with Adversarial Training

4. A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction

5. A deep learning framework for financial time series using stacked autoencoders and long-short term memory

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