Advancing stock market return forecasting with lstm models and financial indicators

HIGHLIGHTS

  • What: Despite some limitations of models for prediction this study shows the promise of deep learning for prediction. By evaluating traditional OLS models and advanced LSTM models using historical data of the S and amp;P500 index , the authors aim to discover the predictive power of various financial metrics, contributing to the continuous search for better predictive tools in the financial sector, demonstrating the potential and challenges of deep learning methods.
  • Who: Stock Market Return Forecasting and colleagues from the East China University of Science and Technology, Meilong Road, Xuhui District, Shanghai have published the . . .

     

    Logo ScioWire Beta black

    If you want to have access to all the content you need to log in!

    Thanks :)

    If you don't have an account, you can create one here.

     

Scroll to Top

Add A Knowledge Base Question !

+ = Verify Human or Spambot ?