Matches in SemOpenAlex for { <https://semopenalex.org/work/W2744043447> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W2744043447 abstract "Stock prices are formed based on short and/or long-term commercial and trading activities that reflect different frequencies of trading patterns. However, these patterns are often elusive as they are affected by many uncertain political-economic factors in the real world, such as corporate performances, government policies, and even breaking news circulated across markets. Moreover, time series of stock prices are non-stationary and non-linear, making the prediction of future price trends much challenging. To address them, we propose a novel State Frequency Memory (SFM) recurrent network to capture the multi-frequency trading patterns from past market data to make long and short term predictions over time. Inspired by Discrete Fourier Transform (DFT), the SFM decomposes the hidden states of memory cells into multiple frequency components, each of which models a particular frequency of latent trading pattern underlying the fluctuation of stock price. Then the future stock prices are predicted as a nonlinear mapping of the combination of these components in an Inverse Fourier Transform (IFT) fashion. Modeling multi-frequency trading patterns can enable more accurate predictions for various time ranges: while a short-term prediction usually depends on high frequency trading patterns, a long-term prediction should focus more on the low frequency trading patterns targeting at long-term return. Unfortunately, no existing model explicitly distinguishes between various frequencies of trading patterns to make dynamic predictions in literature. The experiments on the real market data also demonstrate more competitive performance by the SFM as compared with the state-of-the-art methods." @default.
- W2744043447 created "2017-08-17" @default.
- W2744043447 creator A5028089542 @default.
- W2744043447 creator A5080998009 @default.
- W2744043447 creator A5082230753 @default.
- W2744043447 date "2017-08-13" @default.
- W2744043447 modified "2023-10-16" @default.
- W2744043447 title "Stock Price Prediction via Discovering Multi-Frequency Trading Patterns" @default.
- W2744043447 cites W1815264562 @default.
- W2744043447 cites W1966676388 @default.
- W2744043447 cites W1971484679 @default.
- W2744043447 cites W1984776228 @default.
- W2744043447 cites W1999233885 @default.
- W2744043447 cites W2007358469 @default.
- W2744043447 cites W2025291942 @default.
- W2744043447 cites W2039381705 @default.
- W2744043447 cites W2045187328 @default.
- W2744043447 cites W2053615983 @default.
- W2744043447 cites W2064675550 @default.
- W2744043447 cites W2079735306 @default.
- W2744043447 cites W2084268650 @default.
- W2744043447 cites W2100649405 @default.
- W2744043447 cites W2101846955 @default.
- W2744043447 cites W2115839797 @default.
- W2744043447 cites W2150355110 @default.
- W2744043447 cites W2526849907 @default.
- W2744043447 cites W746481651 @default.
- W2744043447 cites W789578048 @default.
- W2744043447 doi "https://doi.org/10.1145/3097983.3098117" @default.
- W2744043447 hasPublicationYear "2017" @default.
- W2744043447 type Work @default.
- W2744043447 sameAs 2744043447 @default.
- W2744043447 citedByCount "187" @default.
- W2744043447 countsByYear W27440434472018 @default.
- W2744043447 countsByYear W27440434472019 @default.
- W2744043447 countsByYear W27440434472020 @default.
- W2744043447 countsByYear W27440434472021 @default.
- W2744043447 countsByYear W27440434472022 @default.
- W2744043447 countsByYear W27440434472023 @default.
- W2744043447 crossrefType "proceedings-article" @default.
- W2744043447 hasAuthorship W2744043447A5028089542 @default.
- W2744043447 hasAuthorship W2744043447A5080998009 @default.
- W2744043447 hasAuthorship W2744043447A5082230753 @default.
- W2744043447 hasConcept C106159729 @default.
- W2744043447 hasConcept C127413603 @default.
- W2744043447 hasConcept C131562839 @default.
- W2744043447 hasConcept C142433447 @default.
- W2744043447 hasConcept C149782125 @default.
- W2744043447 hasConcept C151730666 @default.
- W2744043447 hasConcept C158876240 @default.
- W2744043447 hasConcept C162324750 @default.
- W2744043447 hasConcept C172428447 @default.
- W2744043447 hasConcept C204036174 @default.
- W2744043447 hasConcept C24683644 @default.
- W2744043447 hasConcept C2780299701 @default.
- W2744043447 hasConcept C2780762169 @default.
- W2744043447 hasConcept C41008148 @default.
- W2744043447 hasConcept C554190296 @default.
- W2744043447 hasConcept C76155785 @default.
- W2744043447 hasConcept C78508483 @default.
- W2744043447 hasConcept C78519656 @default.
- W2744043447 hasConcept C86803240 @default.
- W2744043447 hasConceptScore W2744043447C106159729 @default.
- W2744043447 hasConceptScore W2744043447C127413603 @default.
- W2744043447 hasConceptScore W2744043447C131562839 @default.
- W2744043447 hasConceptScore W2744043447C142433447 @default.
- W2744043447 hasConceptScore W2744043447C149782125 @default.
- W2744043447 hasConceptScore W2744043447C151730666 @default.
- W2744043447 hasConceptScore W2744043447C158876240 @default.
- W2744043447 hasConceptScore W2744043447C162324750 @default.
- W2744043447 hasConceptScore W2744043447C172428447 @default.
- W2744043447 hasConceptScore W2744043447C204036174 @default.
- W2744043447 hasConceptScore W2744043447C24683644 @default.
- W2744043447 hasConceptScore W2744043447C2780299701 @default.
- W2744043447 hasConceptScore W2744043447C2780762169 @default.
- W2744043447 hasConceptScore W2744043447C41008148 @default.
- W2744043447 hasConceptScore W2744043447C554190296 @default.
- W2744043447 hasConceptScore W2744043447C76155785 @default.
- W2744043447 hasConceptScore W2744043447C78508483 @default.
- W2744043447 hasConceptScore W2744043447C78519656 @default.
- W2744043447 hasConceptScore W2744043447C86803240 @default.
- W2744043447 hasLocation W27440434471 @default.
- W2744043447 hasOpenAccess W2744043447 @default.
- W2744043447 hasPrimaryLocation W27440434471 @default.
- W2744043447 hasRelatedWork W1504210140 @default.
- W2744043447 hasRelatedWork W1865357705 @default.
- W2744043447 hasRelatedWork W2009552353 @default.
- W2744043447 hasRelatedWork W2116103736 @default.
- W2744043447 hasRelatedWork W2185889083 @default.
- W2744043447 hasRelatedWork W2371073704 @default.
- W2744043447 hasRelatedWork W2891612743 @default.
- W2744043447 hasRelatedWork W2897418406 @default.
- W2744043447 hasRelatedWork W3186788040 @default.
- W2744043447 hasRelatedWork W4226163140 @default.
- W2744043447 isParatext "false" @default.
- W2744043447 isRetracted "false" @default.
- W2744043447 magId "2744043447" @default.
- W2744043447 workType "article" @default.