An Empirical Research on the Effectiveness of Different LSTM Architectures on Vietnamese Stock Market.
Pham Ngoc HaiNguyen Tien ManhHoang Trung HieuPham Quoc ChungNguyen Thanh SonPham Ngoc HaNgo Tung SonPublished in: CCRIS (2020)
Keyphrases
- stock market
- financial time series
- short term
- stock price
- stock trading
- stock returns
- stock exchange
- stock market data
- financial data
- trading rules
- listed companies
- stock index futures
- stock data
- long term
- financial markets
- portfolio optimization
- trading strategies
- technical indicators
- recurrent neural networks
- garch model
- feature space