Predicting stock prices based on informed traders' activities using deep neural networks

DOI10.1016/J.ECONLET.2021.109917zbMath1467.91176OpenAlexW3164870412MaRDI QIDQ2037007

Haejung Na, Soonho Kim

Publication date: 30 June 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109917

zbMATH Keywords

artificial neural networkmarket failurestock price predictioninformed investors

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Financial markets (91G15)

Related Items (1)

A prediction model for stock market based on the integration of independent component analysis and multi-LSTM

Uses Software

• EMOTIVE

Cites Work

• Common risk factors in the returns on stocks and bonds

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