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

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.

cs.NE cs.LG Business Computer Science

View graph Source

Paper

References (8)

01Adam: A Method for Stochastic OptimizationDiederik P. Kingma, Jimmy Ba2014 · International Conference on Learning Representations · 169k citations In Library

02ANN Model to Predict Stock Prices at Stock Exchange MarketsB. Wanjawa, Lawrence Muchemi2014 · arXiv.org · 59 citations In Library

03Understanding the difficulty of training deep feedforward neural networksXavier Glorot, Yoshua Bengio2010 · International Conference on Artificial Intelligence and Statistics · 19k citations

04Technical Analysis For DummiesBarbara Rockefeller2004 · 23 citations

05Learning to Forget: Continual Prediction with LSTMFelix Alexander Gers, J. Schmidhuber, Fred Cummins2000 · Neural Computation · 7.6k citations

06Long Short-Term MemorySepp Hochreiter, J. Schmidhuber1997 · Neural Computation · 108k citations

07Convolutional Networks for Stock TradingAshwin Siripurapu, Stanford2015 · 26 citations

08Long short-term memory in recurrent neural networksFelix Alexander Gers2001 · 274 citations

Stock price trend prediction with long short-term memory neural networksVarun Gupta, Mujahid Ahmad2019 · International Journal of Computational Intelligence Studies · 4 citations In Library

Short-Term Forecasting of Stock Prices Using Long Short Term MemorySaurav Kumar, Dhruba Ningombam2018 · 2018 International Conference on Information Technology (ICIT) · 22 citations In Library

Stock prediction and analysis using LSTM networkHaojun Lin, Xiangxian Chen, S. Chui2023 · Conference on Statistics, Data Science, and Computational Intelligence · 3 citations In Library

Deep learning with long short-term memory networks for financial market predictionsThomas G. Fischer, C. Krauss2017 · European Journal of Operational Research · 2.5k citations In Library

Long Short-Term Memory Neural Network for Financial Time SeriesCarmina Fjellström2022 · 2022 IEEE International Conference on Big Data (Big Data) · 37 citations In Library

A Long Short-Term Memory Network Stock Price Prediction with Leading IndicatorsJ. Wu, Lingyun Sun, Gautam Srivastava et al.2021 · Big Data · 23 citations In Library

Stock Market Prediction using Recurrent Neural Network’s LSTM ArchitectureKoushik Sutradhar, Sourav Sutradhar, Iqbal Ahmed Jhimel et al.2021 · Ubiquitous Computing, Electronics & Mobile Communication Conference · 7 citations In Library

Stock Price Prediction based on Recurrent Neural Network with Long Short-Term Memory UnitsCheng Peng, Zhihong Yin, Xinxin Wei et al.2019 · 2019 International Conference on Engineering, Science, and Industrial Applications (ICESI) · 9 citations In Library

Advanced Stock Market Prediction Using Long Short-Term Memory Networks: A Comprehensive Deep Learning FrameworkR. Chaudhary2025 · arXiv.org · 11 citations In Library

Patents near this paper

NETWORK TRAFFIC PREDICTION USING LONG SHORT TERM MEMORY NEURAL NETWORKSUS 10,855,550 · CISCO TECHNOLOGY, INC. · 2020 SYSTEM AND METHOD FOR RESIDUAL LONG SHORT TERM MEMORIES (LSTM) NETWORKUS 10,810,482 · SAMSUNG ELECTRONICS CO., LTD. · 2020 SYSTEM AND METHOD FOR HIGHER ORDER LONG SHORT-TERM MEMORY (LSTM) NETWORKUS 10,241,684 · SAMSUNG ELECTRONICS CO., LTD. · 2019 SYSTEM FAILURE PREDICTION USING LONG SHORT-TERM MEMORY NEURAL NETWORKSUS 10,289,509 · NEC LABORATORIES AMERICA, INC. · 2019 STOCK MARKET PREDICTION USING NATURAL LANGUAGE PROCESSINGUS 8,285,619 · FRED HERZ PATENTS, LLC · 2012

Source of record

arXiv

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

Paper

References (8)

Similar papers

Patents near this paper

Welcome.

Patents near this paper