Short-Term Stock Correlation Forecasting Based on CNN-BiLSTM Enhanced by Attention Mechanism
This study utilizes a new approach for short-term stock correlation forecasting using a combination of convolutional neural networks (CNN), bi-directional long and short-term memory (BiLSTM), and attention mechanisms to address the issue of information loss due to excessively long input time series...
Main Authors: | , , , , , |
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Format: | Article |
Language: | English |
Published: |
IEEE
2024-01-01
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Series: | IEEE Access |
Subjects: | |
Online Access: | https://ieeexplore.ieee.org/document/10444524/ |