Abstract:Stock price prediction has been a widely pursued topic by researchers in recent years due to the great impact that significant research can have on the economy. LSTM is commonly used for stock price prediction as it has strong time series predictive capabilities. However, it is limited by its loss function, which only takes one parameter (predicted stock price) into account. This paper proposes a multivariate multi-step, vector output predictive model using LSTM, with both the stock price and the relative retu… Show more
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