The accuracy of the LSTM model for predicting the S&P 500 index and the difference between prediction and backtesting
In this paper the question of the accuracy of the LSTM algorithm for predicting stock prices is being researched. The LSTM algorithm is a form of deep learning algorithm. The algorithm takes in a set of data as inputs and finds a pattern to dissolve an output. Our results point to that using backtes...
Main Authors: | , |
---|---|
Format: | Others |
Language: | English |
Published: |
KTH, Skolan för elektroteknik och datavetenskap (EECS)
2018
|
Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229415 |