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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...
Autores principales: | Wei, Xiaolu, Ouyang, Hongbing, Liu, Muyan |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2022
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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 |
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