State-Frequency-Memory

• State Frequency Memory (SFM) is a novel recurrent network that uses Discrete Fourier Transform to decompose the hidden states of memory cells and capture the multi-frequency trading patterns from past market data to make stock price predictions.
• Paper: Stock Price Prediction via Discovering Multi-Frequency Trading Patterns. http://www.eecs.ucf.edu/~gqi/publications/kdd2017_stock.pdf.