vedic-partap/Event-Driven-Stock-Prediction-using-Deep-Learning
A deep learning method for event driven stock market prediction. Deep learning is useful for event-driven stock price movement prediction by proposing a novel neural tensor network for learning event embedding, and using a deep convolutional neural network to model the combined influence of long-term events and short-term events on stock price movements
Python
Stargazers
- angkai
- AperjumpLos Angeles
- chaitanya0906Intern, MTS @Nutanix, Intern @Samsung
- DejanMilicicSerbia
- dexuniz
- gglive
- heisenbergwong
- HuitziloBioMachineLearning Research Services
- hyoucs
- Isabellahu北京
- jchamaBoulder, CO
- JinZhenlinCerner Corporation
- JVLegendWings AI
- KamilLegaultUnnamed AI Company
- karl6885Seoul, Korea
- leolleZF
- lz-chenOslo, Norway
- maobubuQualcomm
- migueleichler
- mikamin
- mozziem
- rock913montreal
- rongzhou
- ruant
- sculdTwo Sigma
- SeekPoint
- shieldOnTheRoad
- songzeeStanford
- vedic-partapIndian Institute of Technology
- vivekrj0India
- vmm221313Indian Institute of Technology Kharagpur
- wr6155
- wuyunhua
- YikaiLLEarth
- yxpan
- ZiyanLiu16