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厦门大学 [9]
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期刊论文 [39]
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Stock Market Volatility and Return Analysis: A Systematic Literature Review
期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 18
作者:
Bhowmik, Roni
;
Wang, Shouyang
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2020/09/23
stock returns
volatility
GARCH family model
complexity in market volatility forecasting
Forecasting Method of Stock Market Volatility in Time Series Data Based on Mixed Model of ARIMA and XGBoost
期刊论文
CHINA COMMUNICATIONS, 2020, 卷号: 17, 期号: 3, 页码: 205-221
作者:
Wang, Yan
;
Guo, Yuankai
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  |  
浏览/下载:16/0
  |  
提交时间:2020/06/16
hybrid model
discrete wavelet transform
ARIMA
XGBoost
grid search
stock price forecast
Time series forecasting of stock market index based on ENWMPCA model (Open Access)
会议论文
作者:
Guo, Zhiqiang
;
Wang, Xiao
;
Zeng, Yali
;
Yang, Jie
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  |  
浏览/下载:6/0
  |  
提交时间:2019/12/05
A Trend-based Stock Index Forecasting Model with Gated Recurrent Neural Network
会议论文
6th IEEE International Conference on Progress in Informatics and Computing, PIC 2018, December 14, 2018 - December 16, 2018
作者:
Liu, Yijiao
;
Liu, Xinghua
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  |  
浏览/下载:6/0
  |  
提交时间:2019/12/31
Threshold autoregressive models for interval-valued time series data
期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446
作者:
Sun, Yuying
;
Han, Ai
;
Hong, Yongmiao
;
Wang, Shouyang
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  |  
浏览/下载:34/0
  |  
提交时间:2018/11/16
Asymmetric reaction
Interval-valued data
Minimum distance estimation
Nonlinearity
Symbolic data
Threshold autoregressive interval models
A novel stock forecasting model based on High-order-fuzzy-fluctuation Trends and Back Propagation Neural Network
期刊论文
PLOS ONE, 2018, 卷号: 13, 期号: 2, 页码: e0192366
作者:
Guan, Hongjun[1]
;
Dai, Zongli[2]
;
Zhao, Aiwu[3]
;
He, Jie[4]
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/24
A Trend-based Stock Index Forecasting Model with Gated Recurrent Neural Network
会议论文
IEEE International Conference on Progress in Informatics and Computing (PIC), DEC 14-16, 2018
作者:
Liu, Yijiao
;
Liu, Xinghua
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/31
data preparation
Gated Recurrent Unit
stock prediction
A multiple support vector machine approach to stock index forecasting with mixed frequency sampling
期刊论文
2017, 卷号: 122, 页码: 90-102
作者:
Pan, Yuchen[1]
;
Xiao, Zhi[1]
;
Wang, Xianning[2]
;
Yang, Daoli[1]
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浏览/下载:2/0
  |  
提交时间:2019/11/28
A deep learning framework for financial time series using stacked autoencoders and long-short term memory
期刊论文
PLOS ONE, 2017
Bao, Wei
;
Yue, Jun
;
Rao, Yulei
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浏览/下载:7/0
  |  
提交时间:2017/12/03
ARTIFICIAL NEURAL-NETWORKS
STOCK-MARKET
COMPONENT ANALYSIS
CLASSIFICATION
MODEL
INDEX
REPRESENTATION
RECOGNITION
PREDICTION
REGRESSION
A Convolutional Neural Network Based Approach for Stock Forecasting
会议论文
ARTIFICIAL NEURAL NETWORKS AND MACHINE LEARNING, PT II, 2017-01-01
作者:
Yu, Haixing[1]
;
Xu, Lingyu[2]
;
Zhang, Gaowei[3]
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  |  
浏览/下载:3/0
  |  
提交时间:2019/04/24
Stock forecasting
Convolutional neural network
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