2019
DOI: 10.1007/978-3-030-20257-6_39
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Study of Stock Return Predictions Using Recurrent Neural Networks with LSTM

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Cited by 25 publications
(18 citation statements)
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“…15 shows the details of each paper's RMSE based on the numerical range. In this table, papers [11,12,24] used the CNN-based model; papers [32,[35][36][37][38][39][45][46][47]57,65] used the LSTM-based model; papers [71][72][73] used the DNN-based model; papers [27,29,31] used the RNN-based model; and paper [86] used another deep learning method. [27,35] It was clear that papers [24,57] achieved the best performance using the DNN model, having RMSEs smaller than 0.001.…”
Section: Discussion and Analysis Based On Performance Metricsmentioning
confidence: 99%
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“…15 shows the details of each paper's RMSE based on the numerical range. In this table, papers [11,12,24] used the CNN-based model; papers [32,[35][36][37][38][39][45][46][47]57,65] used the LSTM-based model; papers [71][72][73] used the DNN-based model; papers [27,29,31] used the RNN-based model; and paper [86] used another deep learning method. [27,35] It was clear that papers [24,57] achieved the best performance using the DNN model, having RMSEs smaller than 0.001.…”
Section: Discussion and Analysis Based On Performance Metricsmentioning
confidence: 99%
“…Paper [37] was in the fourth lowest order of magnitude, and paper [35] had the highest order of magnitude. 6.…”
mentioning
confidence: 99%
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“…After the proposal of neural network, many scholars use it to predict stock prices or weighted stock index [21,44]. Not only the original neural network, many studies using recurrent neural network or long short-term memory have also been applied in many journals [22,24]. Furthermore, in order to improve the prediction accuracy, many studies have added many hidden layers or mixed multiple algorithms [1,12,28,29].…”
Section: Long Short-term Memory and Related Workmentioning
confidence: 99%
“…e research results show that the prediction performance of the LSTM model is the best. is paper [30] uses LSTM's RNN to predict stocks and calculate returns based on closing prices. Experimental results show that the performance of the LSTM model is better than the feedforward artificial neural network.…”
Section: Introductionmentioning
confidence: 99%