Gao, Cheng (2023) Long Short-term Memory Neural Network Model for Stock Prediction under COVID-19 Pandemic. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.
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Abstract
Due to disasters like the COVID-19 pandemic, the stock markets became more volatile than before. To avoid significant losses, it is important for investors to accurately predict big variations in stock prices under the impact of the pandemic through financial modeling. In this paper, an advanced mod
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
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| Date Deposited: | 04 Mar 2026 16:10 |
| Last Modified: | 17 Apr 2026 03:24 |
| URI: | http://eprints.eai.eu/id/eprint/42628 |
