Price Forecast with High-Frequency Finance Data: An Autoregressive Recurrent Neural Network Model with Technical Indicators.

@inproceedings{gu-2020-price, author = {Yuechun Gu and Da Yan and Sibo Yan and Zhe Jiang}, editor = {Mathieu d'Aquin and Stefan Dietze and Claudia Hauff and Edward Curry and Philippe Cudr\'{e}-Mauroux}, title = {{Price Forecast with High-Frequency Finance Data: An Autoregressive Recurrent Neural Network Model with Technical Indicators}}, booktitle = {{CIKM '20: The 29th ACM International Conference on Information and Knowledge Management, Virtual Event, Ireland, October 19-23, 2020}}, pages = {2485--2492}, publisher = {ACM}, year = {2020}, url = {https://doi.org/10.1145/3340531.3412738}, doi = {https://doi.org/10.1145/3340531.3412738} }