Enhancing quantitative intra-day stock return prediction by integrating both market news and stock prices information

Xiaodong Li, Xiaodi Huang, Xiaotie Deng, Shanfeng Zhu. Enhancing quantitative intra-day stock return prediction by integrating both market news and stock prices information. Neurocomputing, 142:228-238, 2014. [doi]

Authors

Xiaodong Li

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Xiaodi Huang

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Xiaotie Deng

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Shanfeng Zhu

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