Stock market predictions using FastRNN-based model

DOI10.1007/978-981-16-6890-6_33MaRDI QIDQ2079970zbMATH OpenOpenAlexFDO

Authors Konark Yadav, Milind Yadav, Sandeep Saini

Publication date 7 October 2022

Full work available at URL https://doi.org/10.1007/978-981-16-6890-6_33

zbMATH Keywords

convolutional neural network (CNN)fast recurrent neural network (FastRNN)root mean square error (RMSE)stock price predictiontime series forecasting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Artificial neural networks and deep learning (68T07)

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Cites work

• Deep learning with long short-term memory networks for financial market predictions
• Forecasting at Scale
• Gated Orthogonal Recurrent Units: On Learning to Forget
• scientific article; zbMATH DE number 1728409 (Why is no real title available?)
• scientific article; zbMATH DE number 1849148 (Why is no real title available?)

Cited in

(1)

• Predicting stock prices based on informed traders' activities using deep neural networks

Describes a project that uses

Uses Software

• prophet

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