LSTM Neural Network Models for Market Movement Prediction

LSTM Neural Network Models for Market Movement Prediction

Interpreting time varying phenomena is a key challenge in the capital markets. Time series analysis using autoregressive methods has been carried out over the last couple of decades, often with reassuring results. However, such methods sometimes fail to explain trends and cyclical fluctuations, whic...

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Bibliographic Details
Main Author: Li, Edwin
Format: Others
Language:English
Published: KTH, Skolan för elektroteknik och datavetenskap (EECS) 2018
Subjects:
Stock Market Analysis
Financial Markets
LSTM
RNN
Artificial Neural Networks
Machine Learning
Forecasting
Prediction
Computer Sciences
Datavetenskap (datalogi)
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-231627

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-231627

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