Graph-Based Stock Recommendation by Time-Aware Relational Attention Network

Stock price forecast based on combined model of ARI-MA-LS-SVM

(2020) Chenglin Xiao et al.   NEURAL COMPUTING & APPLICATIONS

Temporal Relational Ranking for Stock Prediction

(2019) Fuli Feng et al.   ACM TRANSACTIONS ON INFORMATION SYSTEMS

Collaborative deep recommendation with global and local item correlations

(2019) Huiting Liu et al.   NEUROCOMPUTING

Deep learning with long short-term memory networks for financial market predictions

(2018) Thomas Fischer et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Modelling and forecasting the stock market volatility of SSE Composite Index using GARCH models

(2018) Zhe Lin   Future Generation Computer Systems-The International Journal of eScience

Behavior2Vec

(2018) Hung-Hsuan Chen   ACM Transactions on Knowledge Discovery from Data

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

(2017) Wei Bao et al.   PLoS One

Graph-Based Learning via Auto-Grouped Sparse Regularization and Kernelized Extension

(2015) Yuqiang Fang et al.   IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING

A hybrid evolutionary dynamic neural network for stock market trend analysis and prediction using unscented Kalman filter

(2014) Ranjeeta Bisoi et al.   APPLIED SOFT COMPUTING

Is technical analysis informative in UK stock market? Evidence from decomposition-based vector autoregressive (DVAR) model

(2014) Haibin Xie et al.   Journal of Systems Science & Complexity

Computing the Discrete Fréchet Distance in Subquadratic Time

(2014) Pankaj K. Agarwal et al.   SIAM JOURNAL ON COMPUTING

A high-order fuzzy time series forecasting model for internet stock trading

(2013) Mu-Yen Chen   Future Generation Computer Systems-The International Journal of eScience