Financial Market Trend Forecasting and Performance Analysis Using LSTM.
Jonghyeon MinPublished in: CoRR (2020)
Keyphrases
- financial markets
- technical indicators
- exchange rate
- financial time series
- early warning
- stock market
- stock price
- turning points
- grey model
- foreign exchange
- recurrent neural networks
- trading strategies
- short term
- option pricing
- non stationary
- trading systems
- black scholes
- portfolio theory
- stock exchange
- artificial intelligence
- financial data
- risk management
- machine learning
- long run
- long term
- fractional brownian motion
- multi agent
- decision making
- neural network