Selected article for: "global economy and long term"
Author: vStifani'c, Daniel; Musulin, Jelena; Miovcevi'c, Adrijana; vSegota, Sandi Baressi; vSubi'c, Roman; Car, Zlatan
Title: Impact of COVID-19 on Forecasting Stock Prices: An Integration of Stationary Wavelet Transform and Bidirectional Long Short-Term Memory
  • Cord-id: efv8oj5m
  • Document date: 2020_7_3
    • ID: efv8oj5m
    Snippet: COVID-19 is an infectious disease that mostly affects the respiratory system. At the time of this research being performed, there were more than 1.4 million cases of COVID-19, and one of the biggest anxieties is not just our health, but our livelihoods, too. In this research, authors investigate the impact of COVID-19 on the global economy, more specifically, the impact of COVID-19 on financial movement of Crude Oil price and three U.S. stock indexes: DJI, S&P 500 and NASDAQ Composite. The propo
    Document: COVID-19 is an infectious disease that mostly affects the respiratory system. At the time of this research being performed, there were more than 1.4 million cases of COVID-19, and one of the biggest anxieties is not just our health, but our livelihoods, too. In this research, authors investigate the impact of COVID-19 on the global economy, more specifically, the impact of COVID-19 on financial movement of Crude Oil price and three U.S. stock indexes: DJI, S&P 500 and NASDAQ Composite. The proposed system for predicting commodity and stock prices integrates the Stationary Wavelet Transform (SWT) and Bidirectional Long Short-Term Memory (BDLSTM) networks. Firstly, SWT is used to decompose the data into approximation and detail coefficients. After decomposition, data of Crude Oil price and stock market indexes along with COVID-19 confirmed cases were used as input variables for future price movement forecasting. As a result, the proposed system BDLSTM+WT-ADA achieved satisfactory results in terms of five-day Crude Oil price forecast.

    Search related documents:
    Co phrase search for related documents
    • accurate information and additional information: 1, 2, 3, 4, 5, 6, 7, 8, 9
    • accurate information and long short term memory: 1
    • accurate prediction and acute respiratory syndrome: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13
    • accurate prediction and long short term memory: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12
    • activation function and acute respiratory syndrome: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19
    • activation function and additional information: 1
    • activation function and long short term memory: 1, 2
    • active case and acute respiratory syndrome: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25
    • active case number and acute respiratory syndrome: 1
    • acute respiratory syndrome and ad coefficient: 1
    • acute respiratory syndrome and additional information: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25
    • acute respiratory syndrome and long short term memory: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10
    • additional information and long short term memory: 1