ALERTA-Net: A Temporal Distance-Aware Recurrent Networks for Stock Movement and Volatility Prediction

Shengkun Wang, Yangxiao Bai, Kaiqun Fu, Linhan Wang, Chang-Tien Lu, Taoran Ji. ALERTA-Net: A Temporal Distance-Aware Recurrent Networks for Stock Movement and Volatility Prediction. In B. Aditya Prakash, Dong Wang 0002, Tim Weninger, editors, Proceedings of the International Conference on Advances in Social Networks Analysis and Mining, ASONAM 2023, Kusadasi, Turkey, November 6-9, 2023. pages 538-542, ACM, 2023. [doi]

Abstract

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