Multimodal deep learning for finance: integrating and forecasting international stock markets

In today’s increasingly international economy, return and volatility spillover effects across international equity markets are major macroeconomic drivers of stock dynamics. Thus, information regarding foreign markets is one of the most important factors in forecasting domestic stock prices. However...

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Veröffentlicht in:	The Journal of supercomputing 2020-10, Vol.76 (10), p.8294-8312
Hauptverfasser:	Lee, Sang Il, Yoo, Seong Joon
Format:	Artikel
Sprache:	eng
Schlagworte:	Artificial neural networks Compilers Computer Science Deep learning Economic forecasting Interpreters Machine learning Mathematical models Prediction models Pricing Processor Architectures Programming Languages Securities markets Stock exchanges Volatility
Online-Zugang:	Volltext
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