Investigation Into The Effectiveness Of Long Short Term Memory Networks For Stock Price Prediction
Year: 2016
Type: preprint
Abstract: The effectiveness of long short term memory networks trained by backpropagation through time for stock price prediction is explored in this paper. A range of different architecture LSTM networks are constructed trained and tested.
Source: arXiv (Cornell University)
Author: Jia, Hengjian
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2306668006