Exploration of salience theory to deep learning: evidence from Chinese new energy market high-frequency trading

Salience theory has been proposed as a new stock trading strategy. To assess the validity of this proposal, a complex decision trading system was constructed based on salience theory, a variational mode decomposition (VMD) model, a bidirectional gated recurrent unit (BiGRU) model, and high-frequency...

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Bibliographic Details
Main Authors: Qing Zhu, Jinhong Du, Yuze Li
Format: Article
Language:English
Published: KeAi Communications Co. Ltd. 2025-09-01
Series:Data Science and Management
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Online Access:http://www.sciencedirect.com/science/article/pii/S2666764924000651
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