Using LSTM Neural Networks To Predict Daily Stock Returns
Long short-term memory (LSTM) neural networks have been proven to be effective for time series prediction, even in some instances where the data is non-stationary. This lead us to examine their predictive ability of stock market returns, as the development of stock prices and returns tend to be a no...
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| Format: | Others |
| Language: | English |
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Linnéuniversitetet, Institutionen för datavetenskap och medieteknik (DM)
2021
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-106124 |