Deep Learning for Event-Driven Stock Prediction

摘要：

Outline 1.Motivation 2.Related Work 3.Model Overview 4.Experiment 5.Conclusion 1.Motivation Event sparsity-Using structured event to predict stock market moventment suffers from increased data sparsity

作者: Ding Xiao Zhang Yue Liu Ting Duan Junwen

作者单位: Harbin Institute of Technology Research Center of Social Computing and Information Retrieval

会议类型: 国内会议

会议名称: IJCAI2015论文交流会

会议地点: 北京

会议语种:英文

页码: 1-31

在线出版日期: 2015-06-01（万方平台首次上网日期，不代表论文的发表时间）