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...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2020-01-01
|
| Series: | Advances in Multimedia |
| Online Access: | http://dx.doi.org/10.1155/2020/8831893 |