Stock market's price movement prediction with LSTM neural networks.
David M. Q. NelsonAdriano C. M. PereiraRenato A. de OliveiraPublished in: IJCNN (2017)
Keyphrases
- stock market
- financial time series
- neural network
- recurrent neural networks
- stock exchange
- stock price
- stock index futures
- short term
- prediction model
- financial data
- stock returns
- trading rules
- technical indicators
- stock trading
- artificial neural networks
- financial markets
- stock market data
- portfolio optimization
- stock data
- long term
- listed companies
- fault diagnosis
- financial news
- feed forward
- non stationary