Stock Price Movement Prediction Based on a Deep Factorization Machine and the Attention Mechanism

The prediction of stock price movement is a popular area of research in academic and industrial fields due to the dynamic, highly sensitive, nonlinear and chaotic nature of stock prices. In this paper, we constructed a convolutional neural network model based on a deep factorization machine and atte...

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Hlavní autoři:	Xiaodong Zhang, Suhui Liu, Xin Zheng
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2021-04-01
Edice:	Mathematics
Témata:	stock price movement prediction feature interaction temporal feature deep factorization machine attention mechanism stock price co-movement
On-line přístup:	https://www.mdpi.com/2227-7390/9/8/800
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