“…With this in mind, the Python library Keras stands out as a powerful tool for building neural networks, in particular multilayer architectures such as LSTM (Long Short-Term Memory) [9, 11], [21,22], [23,24], [25]. LSTMs are one of the most efficient types of recurrent neural networks that are specifically designed for analyzing sequential data, such as time series, which is typical for market data [19,20], [21,22], [23,24], [25,26], [27,28], [29,30]. Therefore, for more efficient analysis, it is necessary to have an LSTM neural network architecture consisting of at least several layers, especially if the amount of information is large.…”