Enhancing stock movement prediction with market index and curriculum learning

作者：

Highlights：

• Using market index to model time-varying market status.

• Modeling sample difficulty using two methods.

• Utilizing curriculum learning in stock movement prediction.

• Do experiments and analysis on CSI 500 index.

摘要

•Using market index to model time-varying market status.•Modeling sample difficulty using two methods.•Utilizing curriculum learning in stock movement prediction.•Do experiments and analysis on CSI 500 index.

论文关键词：Market index,Trading mode deviation,Price prediction uncertainty,Curriculum learning

论文评审过程：Received 17 May 2022, Revised 3 September 2022, Accepted 5 September 2022, Available online 12 September 2022, Version of Record 10 October 2022.

论文官网地址：https://doi.org/10.1016/j.eswa.2022.118800