StockMem: An Event-Driven Memory Framework for Stock Forecasting
Analysis
This research paper introduces StockMem, a new framework for stock forecasting using an event-driven memory approach. The paper's novelty lies in its method of reflecting on past events to improve forecasting accuracy.
Key Takeaways
- •StockMem utilizes an event-reflection memory framework.
- •The framework focuses on stock forecasting applications.
- •The research is published on ArXiv indicating peer review may be forthcoming or already completed.
Reference
“StockMem is a framework for stock forecasting.”