Forecasting Stock Index Using a Volume-Aware Positional Attention-Based Recurrent Neural Network

Xinpeng Yu, Dagang Li, Ying Shen. Forecasting Stock Index Using a Volume-Aware Positional Attention-Based Recurrent Neural Network. International Journal of Software Engineering and Knowledge Engineering, 31(11&12):1783-1801, 2021. [doi]

@article{YuLS21-5,
  title = {Forecasting Stock Index Using a Volume-Aware Positional Attention-Based Recurrent Neural Network},
  author = {Xinpeng Yu and Dagang Li and Ying Shen},
  year = {2021},
  doi = {10.1142/S0218194021400222},
  url = {https://doi.org/10.1142/S0218194021400222},
  researchr = {https://researchr.org/publication/YuLS21-5},
  cites = {0},
  citedby = {0},
  journal = {International Journal of Software Engineering and Knowledge Engineering},
  volume = {31},
  number = {11&12},
  pages = {1783-1801},
}