Using LSTM Neural Network for Time Series Predictions in Financial Markets.
Svetoslav ZhelevDimiter R. AvreskyPublished in: NCA (2019)
Keyphrases
- financial markets
- neural network
- stock price
- stock market
- recurrent neural networks
- short term prediction
- financial time series
- short term
- technical indicators
- portfolio selection
- market data
- trading rules
- non stationary
- artificial neural networks
- risk management
- feed forward
- back propagation
- stock returns
- chaotic time series
- neural network model
- stock exchange
- investment strategies
- historical data
- stock data
- portfolio theory
- agent based modeling
- trading strategies
- financial data
- trading systems
- exchange rate
- text mining
- long term
- garch model
- case based reasoning
- decision making
- artificial intelligence