Market impact analysis via deep learned architectures

By Xiaodong Li, Jingjing Cao, Zhaoqing Pan. 2018

18 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Electrical and Electronic Engineering, Management Science and Operations Research, Economics & Operations Research, Time-Series & Forecasting

How researchers see this paper

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

In Artificial Intelligence

1. Omer Berat Sezer
2. M. Ugur Gudelek
3. A. Ozbayoglu

In Electrical and Electronic Engineering

1. A. Ozbayoglu
2. M. Ugur Gudelek
3. Omer Berat Sezer
4. Longbing Cao
5. Weiwei Jiang

In Management Science and Operations Research

1. M. Ugur Gudelek
2. Omer Berat Sezer
3. A. Ozbayoglu
4. Weiwei Jiang
5. Longbing Cao

In Economics & Operations Research

1. A. Ozbayoglu
2. M. Ugur Gudelek
3. Omer Berat Sezer

In Time-Series & Forecasting

1. M. Ugur Gudelek
2. Omer Berat Sezer
3. A. Ozbayoglu
4. Weiwei Jiang
5. Longbing Cao

Citations in the corpus

• Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 (2019, methodology): “[215] News, stock prices from Hong Kong Stock Exchange 2001 Price data and TF-IDF from news 60min (1.”
• Deep Learning for Financial Applications : A Survey (2020, methodology): “[176] News, stock prices from Hong Kong Stock Exchange 2001 Price data and TF-IDF from news ELM, DLR, PCA, BELM, KELM, NN Accuracy Matlab”