Investigating Long Short-Term Memory Neural Networks for Financial Time-Series Prediction

2018 ◽  
Author(s):  
Tao Tong ◽  
Manas Shah ◽  
Manoj Cherukumalli ◽  
Yasmine Moulehiawy
2021 ◽  
Vol 3 (4) ◽  
pp. 165-177
Author(s):  
M. V. Labusov ◽  

The process of creating a long short-term memory neural network for high-frequency financial time series analyzing and forecasting is considered in the article. The research base is compiled in the beginning. Further the estimation of long short-term memory neural network parameters is carried out on the learning subsamples. The forecast of future returns signs is made for the horizon of 90 minutes with the estimated neural network. In conclusion the trading strategy is formulated.


2019 ◽  
Vol 57 (6) ◽  
pp. 114-119 ◽  
Author(s):  
Yuxiu Hua ◽  
Zhifeng Zhao ◽  
Rongpeng Li ◽  
Xianfu Chen ◽  
Zhiming Liu ◽  
...  

2018 ◽  
Vol 10 (3) ◽  
pp. 452 ◽  
Author(s):  
Yun-Long Kong ◽  
Qingqing Huang ◽  
Chengyi Wang ◽  
Jingbo Chen ◽  
Jiansheng Chen ◽  
...  

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