Chang Li, Dongjin Song, Dacheng Tao
Multi-task Recurrent Neural Networks and Higher-order Markov Random Fields for Stock Price Movement Prediction: Multi-task RNN and Higer-order MRFs for Stock Price Classification
KDD, 2019.
@inproceedings{KDD-2019-LiST,
author = "Chang Li and Dongjin Song and Dacheng Tao",
booktitle = "{Proceedings of the 25th International Conference on Knowledge Discovery and Data Mining}",
doi = "10.1145/3292500.3330983",
isbn = "978-1-4503-6201-6",
pages = "1141--1151",
publisher = "{ACM}",
title = "{Multi-task Recurrent Neural Networks and Higher-order Markov Random Fields for Stock Price Movement Prediction: Multi-task RNN and Higer-order MRFs for Stock Price Classification}",
year = 2019,
}
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