The Impact of Structured Event Embeddings on Scalable Stock Forecasting Models

By J. B. Nascimento, Marco Cristo. 2015

6 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Signal Processing, 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 Economics and Econometrics

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

In Management Science and Operations Research

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

In Signal Processing

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

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): “[121] Stocks from S&P500 2006-2013 Text (news) and Price data 7d 1d LAR+News, RF+News MAPE, RMSE -”
• Deep Learning for Financial Applications : A Survey (2020, methodology): “In [184], the stock price data and word embeddings were used for stock price prediction.”