Jair O. González, Rafael A. Berri, Giancarlo Lucca, Bruno Lopes Dalmazo, Eduardo N. Borges. Analyzing the Influence of Market Event Correction for Forecasting Stock Prices Using Recurrent Neural Networks. In Paulo Quaresma, David Camacho, Hujun Yin, Teresa Gonçalves 0001, Vicente Julián, Antonio J. Tallón-Ballesteros, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2023 - 24th International Conference, Évora, Portugal, November 22-24, 2023, Proceedings. Volume 14404 of Lecture Notes in Computer Science, pages 290-302, Springer, 2023. [doi]
Abstract is missing.