Stock index forecasting based on TBA fusion model

Stock index forecasting based on TBA fusion model

Due to the volatility and complexity of stock market, stock index prediction has always been a challenge in the field of financial forecasting. Long short-term memory (LSTM) network model is commonly used in financial index forecasting, however, this model has some limitations in long time series w...

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Bibliographic Details
Main Authors:	HAN Di, GUO Wei, LIAO Kai, SUN Chuanyi, WANG Bocheng, LIN Kunling
Format:	Article
Language:	English
Published:	Science Press (China Science Publishing & Media Ltd.) 2023-11-01
Series:	Shenzhen Daxue xuebao. Ligong ban
Subjects:	digital economy stock index prediction long short-term memory network temporal convolutional network attention mechanism ablation experiment
Online Access:	https://journal.szu.edu.cn/en/#/digest?ArticleID=2567
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