Long Short-Term Memory (LSTM) Algorithm Based Prediction of Stock Market Exchange

Karunakar Pothuganti
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引用次数: 7

Abstract

The speciality of determining stock prices has been a troublesome task for many researchers and examiners. Indeed, financial specialists are profoundly intrigued by the examination region of stock value prediction. For decent and useful speculation, numerous speculators are sharp in knowing the stock market's future circumstance. Tremendous and powerful prediction frameworks for stock market help dealers, speculators, and experts give vital data like the stock market's future heading. This work presents a recurrent neural network (RNN) and Long Short-Term Memory (LSTM) way to deal with anticipated stock market files.
基于长短期记忆(LSTM)算法的股市交易预测
对许多研究人员和检验人员来说,确定股票价格一直是一项棘手的任务。事实上,金融专家对股票价值预测的研究领域非常感兴趣。为了进行体面而有用的投机,许多投机者都能敏锐地了解股市的未来情况。巨大而强大的股票市场预测框架帮助交易商,投机者和专家提供重要的数据,如股票市场的未来走向。本文提出了一种递归神经网络(RNN)和长短期记忆(LSTM)相结合的方法来处理预期的股票市场文件。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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