Work

Exploring the predictability of attention mechanism with LSTM: Evidence from EU carbon futures prices

Year: 2023

Type: article

Source: Research in International Business and Finance

DOI: 10.1016/j.ribaf.2023.102020

Authors: Kun Duan, Rui Wang, Shun Chen, Lei Ge

Institutions: Huazhong University of Science and Technology, Southwestern University of Finance and Economics

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

Funders: Ministry of Education of the People's Republic of China, Fundamental Research Funds for the Central Universities

Awards: G4980693928, G5808126623, G973462286

OpenAlex ID: W4381186435

FWCI: 4.142

Cites: 49

Cited by: 28

Related to: 10