ST-Trader: A Spatial-Temporal Deep Neural Network for Modeling Stock Market MovementOACSCD

作者：Xiurui Hou;Kai Wang;Cheng Zhong;Zhi Wei

作者单位：Department of Computer Science, New Jersey Institute of Technology, Newark, NJ 07102 USASchool of Business, Stevens Institute of Technology, Hoboken, NJ 07030 USADepartment of Computer Science, New Jersey Institute of Technology, Newark, NJ 07102 USADepartment of Computer Science, New Jersey Institute of Technology, Newark, NJ 07102 USA

中文关键词：Graph convolution networklong-short term memory networkstock market forecastingvariational autoencoder (VAE)

英文关键词：Graph convolution networklong-short term memory networkstock market forecastingvariational autoencoder (VAE)

刊名：《自动化学报（英文版）》 2021 (5)

页码/页数：1015-1024,10

DOI：10.1109/JAS.2021.1003976