Online Hybrid Neural Network for Stock Prices Prediction: A Case Study of High-frequency Stock Trading in China Market
- DOI
- 10.20944/preprints202302.0004.v1
- Published
- 2023-02-01
- Container
- Not recorded
- Publisher
- MDPI AG
- Open access
- unknown
Credibility signals
uncertain Score 60/100 under policy 1.0.0. This is a metadata assessment, not a judgment of the paper's conclusions.
Show all credibility signals
- supportingDOI registered: A matching record was returned by Crossref.
- supportingDOI resolves: A matching record was returned by Crossref.
- not scoredDirectory of Open Access Journals: No matching DOAJ record was present in this response. No allow-list match; this is not evidence of low credibility.
- not scoredMEDLINE indexed: Not checked or no result supplied; no credibility inference made.
- not scoredOpenAlex core source: Not checked or no result supplied; no credibility inference made.
- not scoredKnown publisher allow-list: Not checked or no result supplied; no credibility inference made.
- not scoredROR affiliation: Not checked or no result supplied; no credibility inference made.
- not scoredRetraction Watch retraction: No retraction notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete.
- not scoredRetraction Watch expression of concern: No expression of concern notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete.
- not scoredRetraction Watch correction: No correction notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete.
- not scoredRetraction Watch reinstatement: No reinstatement notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete.
- not scoredOpen access status: Not checked or no result supplied; no credibility inference made.
- not scoredPublication license: Not checked or no result supplied; no credibility inference made.
- cautionPublication version: Identified as a preprint; peer review and later versions may change the record.
- supportingMetadata completeness: All 6 scored descriptive metadata groups are present.
Cite this work
BibTeX
@article{allodium:10.20944/preprints202302.0004.v1,
title = {Online Hybrid Neural Network for Stock Prices Prediction: A Case Study of High-frequency Stock Trading in China Market},
author = {Chengyu Li and Luyi Shen and Guoqi Qian},
year = {2023},
doi = {10.20944/preprints202302.0004.v1},
url = {https://doi.org/10.20944/preprints202302.0004.v1}
}RIS
TY - JOUR TI - Online Hybrid Neural Network for Stock Prices Prediction: A Case Study of High-frequency Stock Trading in China Market AU - Chengyu Li AU - Luyi Shen AU - Guoqi Qian PY - 2023 DO - 10.20944/preprints202302.0004.v1 UR - https://doi.org/10.20944/preprints202302.0004.v1 ER -
APA
Li, C., Shen, L., & Qian, G. (2023). Online Hybrid Neural Network for Stock Prices Prediction: A Case Study of High-frequency Stock Trading in China Market. https://doi.org/10.20944/preprints202302.0004.v1
Source records
- crossref · retrieved 2026-09-25T15:36:21.951Z