Fourier transform based LSTM stock prediction model under oil shocks
Year of publication: |
2022
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Authors: | Ren, Xiaohang ; Xu, Weixia ; Duan, Kun |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 6.2022, 2, p. 342-358
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Subject: | Fourier transform | LSTM | stock prediction | oil shock | stock volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Ölpreis | Oil price | Aktienmarkt | Stock market | Schock | Shock | Zeitreihenanalyse | Time series analysis |
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