Stock Price Prediction Using a Frequency Decomposition Based GRU Transformer Neural Network

Stock price prediction is crucial but also challenging in any trading system in stock markets. Currently, family of recurrent neural networks (RNNs) have been widely used for stock prediction with many successes. However, difficulties still remain to make RNNs more successful in a cluttered stock ma...

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Bibliographic Details
Main Authors: Chengyu Li, Guoqi Qian
Format: Article
Language:English
Published: MDPI AG 2022-12-01
Series:Applied Sciences
Subjects:
Online Access:https://www.mdpi.com/2076-3417/13/1/222