Matches in SemOpenAlex for { <https://semopenalex.org/work/W3204102481> ?p ?o ?g. }
- W3204102481 endingPage "3597" @default.
- W3204102481 startingPage "3590" @default.
- W3204102481 abstract "As a critical consideration in investment decisions, stock liquidity has significance for all stakeholders in the market. It also has implications for the stock market’s growth. Liquidity enables investors and issuers to meet their requirements regarding investment, financing or hedging, reducing investment costs and the cost of capital. The aim of this paper is to develop the machine learning models for liquidity prediction. The subject of research is the Vietnamese stock market, focusing on the recent years - from 2011 to 2019. Vietnamese stock market differs from developed markets and emerging markets. It is characterized by a limited number of transactions, which are also relatively small. The Multilayer Perceptron, Long-Short Term Memory and Linear Regression models have been developed. On the basis of the experimental results, it can be concluded that the LSTM model allows for prediction characterized by lowest value of MSE. The results of research can be used for developing the methods for decision support on stock markets." @default.
- W3204102481 created "2021-10-11" @default.
- W3204102481 creator A5007185001 @default.
- W3204102481 creator A5011566776 @default.
- W3204102481 creator A5012216260 @default.
- W3204102481 creator A5023120314 @default.
- W3204102481 creator A5044375271 @default.
- W3204102481 creator A5049086555 @default.
- W3204102481 creator A5059029128 @default.
- W3204102481 creator A5063081714 @default.
- W3204102481 date "2021-01-01" @default.
- W3204102481 modified "2023-10-17" @default.
- W3204102481 title "Machine learning for liquidity prediction on Vietnamese stock market" @default.
- W3204102481 cites W124963830 @default.
- W3204102481 cites W1991289165 @default.
- W3204102481 cites W2063239801 @default.
- W3204102481 cites W2123619661 @default.
- W3204102481 cites W2165035706 @default.
- W3204102481 cites W2322125724 @default.
- W3204102481 cites W2484997644 @default.
- W3204102481 cites W2522258595 @default.
- W3204102481 cites W2592933366 @default.
- W3204102481 cites W2626624966 @default.
- W3204102481 cites W2757294257 @default.
- W3204102481 cites W2789983349 @default.
- W3204102481 cites W2810975353 @default.
- W3204102481 cites W2900453322 @default.
- W3204102481 cites W2911355935 @default.
- W3204102481 cites W2917051523 @default.
- W3204102481 cites W2941037157 @default.
- W3204102481 cites W2955080903 @default.
- W3204102481 cites W3019957795 @default.
- W3204102481 cites W3046336705 @default.
- W3204102481 cites W3089685171 @default.
- W3204102481 cites W3089914711 @default.
- W3204102481 cites W3121401171 @default.
- W3204102481 cites W3123979702 @default.
- W3204102481 cites W3131199923 @default.
- W3204102481 cites W4247451115 @default.
- W3204102481 cites W4249701146 @default.
- W3204102481 cites W4361868503 @default.
- W3204102481 doi "https://doi.org/10.1016/j.procs.2021.09.132" @default.
- W3204102481 hasPublicationYear "2021" @default.
- W3204102481 type Work @default.
- W3204102481 sameAs 3204102481 @default.
- W3204102481 citedByCount "2" @default.
- W3204102481 countsByYear W32041024812022 @default.
- W3204102481 countsByYear W32041024812023 @default.
- W3204102481 crossrefType "journal-article" @default.
- W3204102481 hasAuthorship W3204102481A5007185001 @default.
- W3204102481 hasAuthorship W3204102481A5011566776 @default.
- W3204102481 hasAuthorship W3204102481A5012216260 @default.
- W3204102481 hasAuthorship W3204102481A5023120314 @default.
- W3204102481 hasAuthorship W3204102481A5044375271 @default.
- W3204102481 hasAuthorship W3204102481A5049086555 @default.
- W3204102481 hasAuthorship W3204102481A5059029128 @default.
- W3204102481 hasAuthorship W3204102481A5063081714 @default.
- W3204102481 hasBestOaLocation W32041024811 @default.
- W3204102481 hasConcept C10138342 @default.
- W3204102481 hasConcept C103621254 @default.
- W3204102481 hasConcept C138885662 @default.
- W3204102481 hasConcept C143910263 @default.
- W3204102481 hasConcept C144133560 @default.
- W3204102481 hasConcept C151730666 @default.
- W3204102481 hasConcept C154945302 @default.
- W3204102481 hasConcept C179717631 @default.
- W3204102481 hasConcept C183582576 @default.
- W3204102481 hasConcept C200870193 @default.
- W3204102481 hasConcept C2780299701 @default.
- W3204102481 hasConcept C2780762169 @default.
- W3204102481 hasConcept C41008148 @default.
- W3204102481 hasConcept C41895202 @default.
- W3204102481 hasConcept C50644808 @default.
- W3204102481 hasConcept C86803240 @default.
- W3204102481 hasConceptScore W3204102481C10138342 @default.
- W3204102481 hasConceptScore W3204102481C103621254 @default.
- W3204102481 hasConceptScore W3204102481C138885662 @default.
- W3204102481 hasConceptScore W3204102481C143910263 @default.
- W3204102481 hasConceptScore W3204102481C144133560 @default.
- W3204102481 hasConceptScore W3204102481C151730666 @default.
- W3204102481 hasConceptScore W3204102481C154945302 @default.
- W3204102481 hasConceptScore W3204102481C179717631 @default.
- W3204102481 hasConceptScore W3204102481C183582576 @default.
- W3204102481 hasConceptScore W3204102481C200870193 @default.
- W3204102481 hasConceptScore W3204102481C2780299701 @default.
- W3204102481 hasConceptScore W3204102481C2780762169 @default.
- W3204102481 hasConceptScore W3204102481C41008148 @default.
- W3204102481 hasConceptScore W3204102481C41895202 @default.
- W3204102481 hasConceptScore W3204102481C50644808 @default.
- W3204102481 hasConceptScore W3204102481C86803240 @default.
- W3204102481 hasFunder F4320322733 @default.
- W3204102481 hasLocation W32041024811 @default.
- W3204102481 hasOpenAccess W3204102481 @default.
- W3204102481 hasPrimaryLocation W32041024811 @default.
- W3204102481 hasRelatedWork W150108454 @default.
- W3204102481 hasRelatedWork W2159599387 @default.
- W3204102481 hasRelatedWork W2901874741 @default.
- W3204102481 hasRelatedWork W2906840004 @default.