Adv-ALSTM

Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019

Requirements

Python 3.6.1

Tensorflow 1.8.0

Numpy 1.14.5

To run the proposed Adv-ALSTM, ALSTM, and LSTM on the ACL18 and KDD17 dataset, run the commands in the hyperparameter file.

Reference

For usage of this code, please cite our paper

@article{feng2019enhancing,
  title={Enhancing Stock Movement Prediction with Adversarial Training},
  author={Feng, Fuli and Chen, Huimin and He, Xiangnan and Ding, Ji and Sun, Maosong and Chua, Tat-Seng},
  journal={IJCAI},
  year={2019}
}