Stock Index Prices Prediction via Temporal Pattern Attention and Long-Short-Term Memory

Stock Index Prices Prediction via Temporal Pattern Attention and Long-Short-Term Memory

This study attempts to predict stock index prices using multivariate time series analysis. The study’s motivation is based on the notion that datasets of stock index prices involve weak periodic patterns, long-term and short-term information, for which traditional approaches and current neural netwo...

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Bibliographic Details
Main Authors:	Xiaolu Wei, Binbin Lei, Hongbing Ouyang, Qiufeng Wu
Format:	Article
Language:	English
Published:	Wiley 2020-01-01
Series:	Advances in Multimedia
Online Access:	http://dx.doi.org/10.1155/2020/8831893
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