![]() Zeng, Recurrent neural network for combined economic and emission dispatch, Applied Intelligence, Appl. Chambers, Exploiting inherent relationships in RNN architectures, Neural Networks, 12 (1999), 1341-1345. Cohen, Stock movement prediction from tweets and historical prices, In Proceedings of the 56th Annual Meeting of the Association for Computational Linguistics, 2018.ĭ.P. Wang, Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks, Neurocomputing, 156 (2015), 68-78. da Silva, Exploring the use of deep neural networks for sales forecasting in fashion retail, Decis. Huang, Analysis of Asia Pacific stock markets with a novel multiscale model, Phys. A hybrid model combining variational mode decomposition and an attention-GRU network for stock price index forecasting. In addition, the introduction of attention mechanism can increase the level predictive accuracy but decrease the correctness of direction forecasting.Ĭitation: Hongli Niu, Kunliang Xu. Empirical results report that the developed hybrid model outperforms the single models and indeed raises the accuracy of stock price indices forecasting. ![]() In empirical experiment, London FTSE Index (FTSE) and Nasdaq Index (IXIC) are adopted to examine the performance of VMD-AttGRU model. The attention mechanism is introduced into GRU to assign different weights to the input elements in advance so that better predictive results can be achieved for each component. In the process of establishing the model, VMD is made a use to decompose the primary series into some almost orthogonal subsequences. NASDAQ does not use this value to determine compliance with the listing requirements.In this paper we introduce a new hybrid model based on variational mode decomposition (VMD) and Gated Recurrent Units (GRU) network improved by attention mechanism to enhance the accuracy of stock price indices forecasting. "Market Cap" is derived from the last sale price for the displayed class of listed securities and the total number of shares outstanding for both listed and unlisted securities (as applicable). It does not include securities convertible into the common equity securities. Market Cap (Capitalization) is a measure of the estimated value of the common equity securities of the company or their equivalent. Register for your free account today at. Data Link's cloud-based technology platform allows you to search, discover and access data and analytics for seamless integration via cloud APIs. Real-time Data is provided using Nasdaq Last Sale Dataĭata provided by Nasdaq Data Link, a premier source for financial, economic and alternative datasets.Investors who anticipate trading during these times are strongly advised to use limit orders. Stock prices may also move more quickly in this environment. Participation from Market Makers and ECNs is strictly voluntary and as a result, these sessions may offer less liquidity and inferior prices. ET) and the After Hours Market (4:00-8:00 p.m. Investors may trade in the Pre-Market (4:00-9:30 a.m. This data feed is available via Nasdaq Data Link APIs to learn more about subscribing, visit Nasdaq Data Link's products page. ![]() Real-time bid and ask information is powered by Nasdaq Basic, a premier market data solution. You can use the bid-ask spread to determine whether to place a market order or limit order when trading, helping you to optimize your price and have a successful order execution. In contrast, a larger spread suggests lower liquidity, as there are fewer investors willing to negotiate. Often, a smaller spread suggests higher liquidity, meaning more buyers and sellers in the market are willing to negotiate. The bid-ask spread can indicate a stock’s liquidity, which is how easy it is to buy and sell in the marketplace. The data displayed in the quote bar updates every 3 seconds allowing you to monitor prices in real-time. The bid size displays the total amount of desired shares to buy at that price, and the ask size is the number of shares offered for sale at that price. ![]() The numbers next to the bid/ask are the “ size”. amount that a seller is currently willing to sell. The bid is the highest amount that a buyer is currently willing to pay, whereas the ask is the lowest The bid & ask refers to the price that an investor is willing to buy or sell a stock.
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