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]

@inproceedings{WangBFWLJ23,
  title = {ALERTA-Net: A Temporal Distance-Aware Recurrent Networks for Stock Movement and Volatility Prediction},
  author = {Shengkun Wang and Yangxiao Bai and Kaiqun Fu and Linhan Wang and Chang-Tien Lu and Taoran Ji},
  year = {2023},
  doi = {10.1145/3625007.3627488},
  url = {https://doi.org/10.1145/3625007.3627488},
  researchr = {https://researchr.org/publication/WangBFWLJ23},
  cites = {0},
  citedby = {0},
  pages = {538-542},
  booktitle = {Proceedings of the International Conference on Advances in Social Networks Analysis and Mining, ASONAM 2023, Kusadasi, Turkey, November 6-9, 2023},
  editor = {B. Aditya Prakash and Dong Wang 0002 and Tim Weninger},
  publisher = {ACM},
}