Predicting stock returns of Tehran exchange using LSTM neural network and feature engineering technique.
Sina DamiMohammad EsterabiPublished in: Multim. Tools Appl. (2021)
Keyphrases
- feature engineering
- stock returns
- neural network
- recurrent neural networks
- dependency parsing
- stock market
- text classification
- cross sectional
- natural language processing
- machine learning
- developed countries
- labeled data
- panel data
- stock price
- financial time series
- fuzzy logic
- stock data
- cash flow
- back propagation
- developing countries
- financial markets
- speech processing
- pattern recognition
- natural language
- signal processing
- learning environment
- non stationary
- expert systems
- artificial neural networks
- fault diagnosis