Stock Price Forecasting and Rule Extraction Based on L1-Orthogonal Regularized GRU Decision Tree Interpretation Model

Wenjun Wu, Yuechen Zhao, Yue Wang, Xiuli Wang. Stock Price Forecasting and Rule Extraction Based on L1-Orthogonal Regularized GRU Decision Tree Interpretation Model. In Pinle Qin, Hongzhi Wang, Guanglu Sun, Zeguang Lu, editors, Data Science - 6th International Conference of Pioneering Computer Scientists, Engineers and Educators, ICPCSEE 2020, Taiyuan, China, September 18-21, 2020, Proceedings, Part II. Volume 1258 of Communications in Computer and Information Science, pages 309-328, Springer, 2020. [doi]

Abstract

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