Market Abnormality Period Detection via Co-movement Attention Model

Yue Wang, Chenwei Zhang, Shen Wang, Philip S. Yu, Lu Bai, Lixin Cui. Market Abnormality Period Detection via Co-movement Attention Model. In Naoki Abe, Huan Liu 0001, Calton Pu, Xiaohua Hu, Nesreen Ahmed, Mu Qiao, Yang Song, Donald Kossmann, Bing Liu 0001, Kisung Lee, Jiliang Tang, Jingrui He, Jeffrey Saltz, editors, IEEE International Conference on Big Data, Big Data 2018, Seattle, WA, USA, December 10-13, 2018. pages 1514-1523, IEEE, 2018. [doi]

Abstract

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