Evaluation of established and new deep learning models for time series equity securities forecasting
In this bachelor thesis we investigate the importance of feature selection when making predictions on time series data. We compare how well different deep neural network models perform within equity securities time series prediction, namely the models RNN (Recurrent Neural Network), LSTM (Long Short...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
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KTH, Skolan för elektroteknik och datavetenskap (EECS)
2020
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-280311 |