A Comparative Study of LSTM and DNN for Stock Market Forecasting.
Dev ShahWesley CampbellFarhana H. ZulkerninePublished in: IEEE BigData (2018)
Keyphrases
- stock market
- short term
- financial time series
- stock index
- garch model
- long term
- foreign exchange
- technical indicators
- stock exchange
- stock price
- trading strategies
- stock index futures
- forecasting model
- financial data
- recurrent neural networks
- listed companies
- stock data
- exchange rate
- portfolio optimization
- trading rules
- stock trading
- neural network
- stock returns
- stock market data
- early warning
- financial markets
- transaction costs
- software agents
- financial news