Price Forecast with High-Frequency Finance Data: An Autoregressive Recurrent Neural Network Model with Technical Indicators
Yuechun Gu, Da Yan, Sibo Yan, Zhe Jiang
- Anthology ID:
- DBLP:conf/cikm/Gu0YJ20
- Volume:
- CIKM '20: The 29th ACM International Conference on Information and Knowledge Management, Virtual Event, Ireland, October 19-23, 2020
- Year:
- 2020
- Venue:
- cikm_conference
- Publisher:
- ACM
- Pages:
- 2485–2492
- URL:
- https://doi.org/10.1145/3340531.3412738
- DOI:
- 10.1145/3340531.3412738
- DBLP:
- conf/cikm/Gu0YJ20
