Stock price prediction with attentive temporal convolution-based generative adversarial network
Stock price prediction presents significant challenges owing to the highly volatile and nonlinear nature of financial markets, which are influenced by various factors including macroeconomic conditions, policy changes, and market sentiment. Traditional prediction models such as ARIMA and classic lin...
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Main Authors: | Ying Liu, Xiaohua Huang, Liwei Xiong, Ruyu Chang, Wenjing Wang, Long Chen |
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Format: | Article |
Language: | English |
Published: |
Elsevier
2025-03-01
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Series: | Array |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2590005625000013 |
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