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Results for “seq2seq” · papers 2 · wiki 4
Academic Papers · 2arXiv q-fin live 2 · desk corpus 1
arXiv · arXiv q-fin · 2023

Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction

Multi-step stock price prediction over a long-term horizon is crucial for forecasting its volatility, allowing financial institutions to price and hedge derivatives, and banks to quantify the risk in their trading books. Additionally, most financial regulators also require a liquidity horizon of several days for institutional investors to exit their risky assets, in order to not materially affect market prices. Howev

Kelvin J. L. Koa, Yunshan Ma, Ritchie Ng, Tat-Seng Chua
arXiv · arXiv q-fin · 2023

Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network

Predicting the Stock movement attracts much attention from both industry and academia. Despite such significant efforts, the results remain unsatisfactory due to the inherently complicated nature of the stock market driven by factors including supply and demand, the state of the economy, the political climate, and even irrational human behavior. Recently, Generative Adversarial Networks (GAN) have been extended for t

Jingyi Gu, Fadi P. Deek, Guiling Wang
Wiki Entities · 4
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