ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module.
Yujin BaekHa Young KimPublished in: Expert Syst. Appl. (2018)
Keyphrases
- stock market
- financial time series
- short term
- garch model
- stock index
- stock price
- stock exchange
- technical indicators
- long term
- financial data
- foreign exchange
- recurrent neural networks
- stock trading
- financial news
- investment strategies
- listed companies
- early warning
- financial markets
- prediction model
- artificial neural networks
- data streams