[go: up one dir, main page]

Xu et al., 2023 - Google Patents

A multi-channel cross-residual deep learning framework for news-oriented stock movement prediction

Xu et al., 2023

View PDF
Document ID
3327058018280267923
Author
Xu D
Xu Z
Chen S
Fujita H
Publication year
Publication venue
Economic research-Ekonomska istraživanja

External Links

Snippet

Stock market movement prediction remains challenging due to random walk characteristics. Yet through a potent blend of input parameters, a prediction model can learn sequential features more intelligently. In this paper, a multi-channel news-oriented prediction system is …
Continue reading at hrcak.srce.hr (PDF) (other versions)

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/3061—Information retrieval; Database structures therefor; File system structures therefor of unstructured textual data
    • G06F17/30705—Clustering or classification
    • G06F17/3071—Clustering or classification including class or cluster creation or modification
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
    • G06Q10/063—Operations research or analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30286—Information retrieval; Database structures therefor; File system structures therefor in structured data stores
    • G06F17/30587—Details of specialised database models
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30943—Information retrieval; Database structures therefor; File system structures therefor details of database functions independent of the retrieved data type
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/10—Office automation, e.g. computer aided management of electronic mail or groupware; Time management, e.g. calendars, reminders, meetings or time accounting
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N5/00—Computer systems utilising knowledge based models
    • G06N5/02—Knowledge representation
    • G06N5/022—Knowledge engineering, knowledge acquisition
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/04—Forecasting or optimisation, e.g. linear programming, "travelling salesman problem" or "cutting stock problem"
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F9/00—Arrangements for programme control, e.g. control unit
    • G06F9/06—Arrangements for programme control, e.g. control unit using stored programme, i.e. using internal store of processing equipment to receive and retain programme
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N5/00—Computer systems utilising knowledge based models
    • G06N5/04—Inference methods or devices
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce, e.g. shopping or e-commerce
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F11/00—Error detection; Error correction; Monitoring
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F2201/00—Indexing scheme relating to error detection, to error correction, and to monitoring
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q50/00—Systems or methods specially adapted for a specific business sector, e.g. utilities or tourism
    • G06Q50/01—Social networking
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/02—Computer systems based on biological models using neural network models
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F7/00—Methods or arrangements for processing data by operating upon the order or content of the data handled
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6267—Classification techniques
    • G06K9/6279—Classification techniques relating to the number of classes
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6217—Design or setup of recognition systems and techniques; Extraction of features in feature space; Clustering techniques; Blind source separation

Similar Documents

Publication Publication Date Title
Cao Ai in finance: challenges, techniques, and opportunities
Mehtab et al. Stock price prediction using machine learning and LSTM-based deep learning models
Matsunaga et al. Exploring graph neural networks for stock market predictions with rolling window analysis
Agrawal et al. Stock prediction based on technical indicators using deep learning model.
Ohana et al. Explainable AI (XAI) models applied to the multi-agent environment of financial markets
Kumar et al. A big data MapReduce framework for fault diagnosis in cloud-based manufacturing
Zou et al. Stock market prediction via deep learning techniques: A survey
Koa et al. Diffusion variational autoencoder for tackling stochasticity in multi-step regression stock price prediction
Brida et al. Dynamics and structure of the 30 largest North American companies
US20150221038A1 (en) Methods and system for financial instrument classification
Sun et al. The dynamic financial distress prediction method of EBW-VSTW-SVM
Rosati et al. Machine learning in capital markets: Decision support system for outcome analysis
Wu et al. Review of deep learning models for crypto price prediction: implementation and evaluation
Zaman et al. Stock market prediction based on machine learning and social sentiment analysis
Gangwani et al. Modeling and prediction of business success: a survey
Sarma et al. Stock market analysis with the usage of machine learning and deep learning algorithms
Kaur et al. Application and performance of data mining techniques in stock market: A review
Caparrini et al. S&P 500 stock selection using machine learning classifiers: A look into the changing role of factors
Xu et al. A multi-channel cross-residual deep learning framework for news-oriented stock movement prediction
Darena et al. Machine learning-based analysis of the association between online texts and stock price movements
Ronaghi et al. ND-SMPF: A noisy deep neural network fusion framework for stock price movement prediction
Venkatarathnam et al. An empirical study on implementation of AI & ML in stock market prediction
Hsu et al. A boosting regression-based method to evaluate the vital essence in semiconductor industry performance
US11769100B2 (en) Leading indicators and monitor business KPIs and metrics for preemptive action
Moghtadai et al. A framework for proposing a liquid stock portfolio using frequent itemset mining from time-series data