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]
@article{LiHDZ14-0,
title = {Enhancing quantitative intra-day stock return prediction by integrating both market news and stock prices information},
author = {Xiaodong Li and Xiaodi Huang and Xiaotie Deng and Shanfeng Zhu},
year = {2014},
doi = {10.1016/j.neucom.2014.04.043},
url = {http://dx.doi.org/10.1016/j.neucom.2014.04.043},
researchr = {https://researchr.org/publication/LiHDZ14-0},
cites = {0},
citedby = {0},
journal = {Neurocomputing},
volume = {142},
pages = {228-238},
}