A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2020; you can also visit the original URL.
The file type is
Stock movement prediction is a hot topic in the Fintech area. Previous works usually predict the price movement in a daily basis, although the market impact of news can be absorbed much shorter, and the exact time is hard to estimate. In this work, we propose a more practical objective to predict the overnight stock movement between the previous close price and the open price. As no trading operation occurs after market close, the market impact of overnight news will be reflected by thedoi:10.24963/ijcai.2020/619 dblp:conf/ijcai/LiangCYLQZ20 fatcat:fh6zsni4ijgpjdbww4z5j2m7nu