Residual Gated Recurrent Unit-Based Stacked Network for Stock Trend Prediction from Limit Order Book

Xuerui Lv, Li Zhang 0004. Residual Gated Recurrent Unit-Based Stacked Network for Stock Trend Prediction from Limit Order Book. In Han Qiu, Cheng Zhang, Zongming Fei, Meikang Qiu, Sun-Yuan Kung, editors, Knowledge Science, Engineering and Management - 14th International Conference, KSEM 2021, Tokyo, Japan, August 14-16, 2021, Proceedings, Part II. Volume 12816 of Lecture Notes in Computer Science, pages 351-363, Springer, 2021. [doi]

Abstract

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