Improving stock closing price prediction using recurrent neural network and technical indicators

DOI10.1162/NECO_A_01124MaRDI QIDQ5157259zbMATH OpenOpenAlexWikidataFDO

Authors Tingwei Gao, Yueting Chai

Publication date 12 October 2021

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/neco_a_01124

zbMATH Keywords

recurrent neural networksstock closing price predictiontrading data and technical indicators

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Financial markets (91G15)

Recommendations

• Stock prediction based on phase space reconstruction and echo state networks
• Short-term stock index forecasting based on principal component analysis and recurrent neural network
• A multilayer feedforward perceptron model in neural networks for predicting stock market short-term trends
• scientific article; zbMATH DE number 7448310
• A prediction model for stock market based on the integration of independent component analysis and multi-LSTM

Cites work

• 10.1162/153244303768966139
• Data mining. Concepts and techniques
• Universal features of price formation in financial markets: perspectives from deep learning

Cited in

(8)

• Stock market predictions using FastRNN-based model
• A neural network based multi-class trading strategy for the S\&P 500 index
• Short-term stock index forecasting based on principal component analysis and recurrent neural network
• Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction
• Stock prediction based on phase space reconstruction and echo state networks
• A hybrid deep learning model for predicting stock market trend prediction
• A quantum artificial neural network for stock closing price prediction
• A CNN-LSTM stock prediction model based on genetic algorithm optimization

Describes a project that uses

Uses Software

• Adam

This page was built for publication: Improving stock closing price prediction using recurrent neural network and technical indicators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5157259)