Stock Index Futures Price Prediction Based on VAE-ATTGRU Model

被引：0

作者：

Zhang, Yuting ^{[1
]}

Jin, Chuantai ^{[1
]}

Li, Yong ^{[1
]}

机构：

[1] School of Management, University of Science and Technology of China, Hefei,230026, China

来源：

Computer Engineering and Applications | 2024年 / 60卷 / 17期

关键词：

D O I：

10.3778/j.issn.1002-8331.2305-0465

中图分类号：

学科分类号：

摘要：

引用

页码：293 / 301

共 50 条

[31] Classification-based prediction models for stock price index movement
Tufekci, Pinar
INTELLIGENT DATA ANALYSIS, 2016, 20 (02) : 357 - 376
[32] DYNAMIC EFFICIENCY AND PRICE LEADERSHIP IN STOCK INDEX CASH AND FUTURES MARKETS
SCHWARZ, TV
LAATSCH, FE
JOURNAL OF FUTURES MARKETS, 1991, 11 (06) : 669 - 683
[33] INTERNATIONAL PRICE DISCOVERY IN FINNISH STOCK INDEX FUTURES AND CASH MARKETS
MARTIKAINEN, T
PUTTONEN, V
JOURNAL OF BANKING & FINANCE, 1994, 18 (05) : 809 - 822
[34] A TEST OF 2 MODELS IN FORECASTING STOCK INDEX FUTURES PRICE VOLATILITY
RANDOLPH, WL
NAJAND, M
JOURNAL OF FUTURES MARKETS, 1991, 11 (02) : 179 - 190
[35] Margins and price limits in Taiwan's stock index futures market
Chou, RH
Lin, MC
Yu, MT
EMERGING MARKETS FINANCE AND TRADE, 2006, 42 (01) : 62 - 88
[36] THE INFORMATIONAL CONTENT OF THE INTERDAY PRICE CHANGE WITH RESPECT TO STOCK INDEX FUTURES
MABERLY, ED
JOURNAL OF FUTURES MARKETS, 1986, 6 (03) : 385 - 395
[37] Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data
Hou Y.
Li S.
Asia-Pacific Financial Markets, 2013, 20 (1) : 49 - 70
[38] Price guidance and discovery of the Chinese stock index Futures: Based on the rising, falling and fluctuating states
Su, Min
HELIYON, 2023, 9 (03)
[39] An XGBoost-based multivariate deep learning framework for stock index futures price forecasting
Wang, Jujie
Cheng, Qian
Dong, Ying
KYBERNETES, 2023, 52 (10) : 4158 - 4177
[40] Nonlinear Autoregressive Exogenous Model (NARX) in Stock Price Index's Prediction
Wibowo, Antoni
Pujianto, Harry
Saputro, Dewi Retno Sari
2017 2ND INTERNATIONAL CONFERENCES ON INFORMATION TECHNOLOGY, INFORMATION SYSTEMS AND ELECTRICAL ENGINEERING (ICITISEE): OPPORTUNITIES AND CHALLENGES ON BIG DATA FUTURE INNOVATION, 2017, : 26 - 29

← 1 2 3 4 5 →