Investigation Into The Effectiveness Of Long Short Term Memory Networks For Stock Price Prediction

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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.

Abstract (translated by Google)

URL

https://arxiv.org/abs/1603.07893

PDF

https://arxiv.org/pdf/1603.07893