Generative Adversarial Network (GAN) and Enhanced Root Mean Square Error (ERMSE): Deep Learning for Stock Price Movement Prediction
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- Xi Zhang & Yixuan Li & Senzhang Wang & Binxing Fang & Philip S. Yu, 2018. "Enhancing Stock Market Prediction with Extended Coupled Hidden Markov Model over Multi-Sourced Data," Papers 1809.00306, arXiv.org.
- Basak, Suryoday & Kar, Saibal & Saha, Snehanshu & Khaidem, Luckyson & Dey, Sudeepa Roy, 2019. "Predicting the direction of stock market prices using tree-based classifiers," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 552-567.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2022-01-10 (Big Data)
- NEP-CMP-2022-01-10 (Computational Economics)
- NEP-FMK-2022-01-10 (Financial Markets)
- NEP-FOR-2022-01-10 (Forecasting)
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