A Double-Layer Neural Network Framework for High-Frequency Forecasting

By Hao Chen, Keli Xiao, Jinwen Sun, Song Wu. 2017

59 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Electrical and Electronic Engineering, Management Science and Operations Research

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Weiwei Jiang

In Electrical and Electronic Engineering

1. Weiwei Jiang

In Management Science and Operations Research

1. Weiwei Jiang

Citations in the corpus

• Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets (2018, background): “[34] proposed a double-layer neural network for high-frequency forecasting, with links specially designed to capture dependence structures among stock returns within different business sectors.”
• Applications of deep learning in stock market prediction: recent progress (2020, background): “…(2019); Li et al. (2019a); Gao & Chai (2018); Chung & Shin (2018); Yan & Ouyang (2018); Sethia & Raut (2019); Sun et al. (2019); Zhang et al. (2019b); Chen et al. (2017); Zhou et al. (2018); Borovkova & Tsiamas (2019); Chen et al. (2019); Feng et al. (2019a); Sun et al. (2017); Yang et al.…”