APSO-TA-LSTM: a long and short term memory model combining time attention and adaptive particle swarm optimization for stock forecasting

[1]  Zhigang Luo,et al.  Multi-scale local cues and hierarchical attention-based LSTM for stock price trend prediction , 2022, Neurocomputing.

[2]  Waleed Albattah,et al.  A deep learning method DCWR with HANet for stock market prediction using news articles , 2022, Complex & Intelligent Systems.

[3]  Jinwu Gao,et al.  Least squares estimation for the high-order uncertain moving average model with application to carbon dioxide emissions , 2021, Int. J. Gen. Syst..

[4]  Zhensong Chen,et al.  A novel graph convolutional feature based convolutional neural network for stock trend prediction , 2021, Inf. Sci..

[5]  Kunliang Xu,et al.  A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network , 2020, Applied Intelligence.

[6]  Wei Chen,et al.  The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm , 2020, Annals of Operations Research.

[7]  Jin Peng,et al.  Prediction method of autoregressive moving average models for uncertain time series , 2020, Int. J. Gen. Syst..

[8]  Mahdi Massahi Kh.,et al.  A new NN-PSO hybrid model for forecasting Euro/Dollar exchange rate volatility , 2019, Neural Computing and Applications.

[9]  Jia Zhai,et al.  Mean-variance model for portfolio optimization with background risk based on uncertainty theory , 2018, Int. J. Gen. Syst..

[10]  Thomas Fischer,et al.  Deep learning with long short-term memory networks for financial market predictions , 2017, Eur. J. Oper. Res..

[11]  Prateek Sharma,et al.  Forecasting stock market volatility using Realized GARCH model: International evidence , 2016 .

[12]  Alessandro Laio,et al.  Clustering by fast search and find of density peaks , 2014, Science.

[13]  Irina Perfilieva,et al.  Time series analysis using soft computing methods , 2013, Int. J. Gen. Syst..

[14]  Shian-Chang Huang,et al.  Integrating GA-based time-scale feature extractions with SVMs for stock index forecasting , 2008, Expert Syst. Appl..

[15]  Kyung-shik Shin,et al.  A hybrid approach based on neural networks and genetic algorithms for detecting temporal patterns in stock markets , 2007, Appl. Soft Comput..

[16]  Leslie G. Ungerleider,et al.  Mechanisms of visual attention in the human cortex. , 2000, Annual review of neuroscience.

[17]  S. Hochreiter,et al.  Long Short-Term Memory , 1997, Neural Computation.

[18]  James Kennedy,et al.  Particle swarm optimization , 2002, Proceedings of ICNN'95 - International Conference on Neural Networks.

[19]  K. P. Soman,et al.  NSE Stock Market Prediction Using Deep-Learning Models , 2018 .