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Stock index trend prediction based on TabNet feature selection and long short-term memory

In this study, we propose a predictive model TabLSTM that combines machine learning methods such as TabNet and Long Short-Term Memory Neural Network (LSTM) with a complete factor library for stock index trend prediction. Our motivation is based on the notion that there are numerous interrelated fact...

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Detalles Bibliográficos
Autores principales: Wei, Xiaolu, Ouyang, Hongbing, Liu, Muyan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9746941/
https://www.ncbi.nlm.nih.gov/pubmed/36512541
http://dx.doi.org/10.1371/journal.pone.0269195