A new attention-based LSTM model for closing stock price prediction

Yuyang Lin, Qi Huang, Qiyin Zhong, Muyang Li, Yan Li, Fei Ma^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	international journal of financial engineering
Volume	09
Issue number	03
DOIs	https://doi.org/10.1142/S2424786322500141
Publication status	Published - Sept 2022

Keywords

@article{1ab07fadb82a4af2affd576151573f34,

title = "A new attention-based LSTM model for closing stock price prediction",

keywords = "Deep learning, long short-term memory, attention mechanism, stock market prediction",

author = "Yuyang Lin and Qi Huang and Qiyin Zhong and Muyang Li and Yan Li and Fei Ma",

year = "2022",

month = sep,

doi = "10.1142/S2424786322500141",

language = "English",

volume = "09",

journal = "international journal of financial engineering",

issn = "2424-7863",

publisher = "World Scientific Publishing Co.",

number = "03",

}

TY - JOUR

T1 - A new attention-based LSTM model for closing stock price prediction

AU - Lin, Yuyang

AU - Huang, Qi

AU - Zhong, Qiyin

AU - Li, Muyang

AU - Li, Yan

AU - Ma, Fei

PY - 2022/9

Y1 - 2022/9

KW - Deep learning

KW - long short-term memory

KW - attention mechanism

KW - stock market prediction

U2 - 10.1142/S2424786322500141

DO - 10.1142/S2424786322500141

M3 - Article

SN - 2424-7863

VL - 09

JO - international journal of financial engineering

JF - international journal of financial engineering

IS - 03

ER -