2020
DOI: 10.2139/ssrn.3735940
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Deep Learning for Equity Time Series Prediction

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(2 citation statements)
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“…It was discovered that the predicted price fit the actual price more closely when historical data and economic indicators were used as input [25]. A comparative study was conducted using Deep Feed Forward Neural Networks (DNN), Long Short Term Memory Networks (LSTM), Gated Recurrent Unit Networks (GRU), and Recurrent Neural Networks (RNN) deep learning models out of which LSTM performed better than others [26].…”
Section: Literature Reviewmentioning
confidence: 99%
“…It was discovered that the predicted price fit the actual price more closely when historical data and economic indicators were used as input [25]. A comparative study was conducted using Deep Feed Forward Neural Networks (DNN), Long Short Term Memory Networks (LSTM), Gated Recurrent Unit Networks (GRU), and Recurrent Neural Networks (RNN) deep learning models out of which LSTM performed better than others [26].…”
Section: Literature Reviewmentioning
confidence: 99%
“…Therefore, the combination of AI and finance is undoubtedly a very attractive thing. Up to now, many countries and enterprises have begun to combine finance and AI and give full play to the characteristics of AI [3]. The high computing and working ability of artificial intelligence has become a very good substitute for human labor.…”
mentioning
confidence: 99%