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The effectiveness of long short term memory networks trained by backpropagation through time for stock price prediction is explored in this paper. A range of different architecture LSTM networks are constructed trained and tested.

Neural and Evolutionary Computing · Computer Science 2016-08-30 Hengjian Jia

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Machine Learning · Computer Science 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

Electric consumption prediction methods are investigated for many reasons such as decision-making related to energy efficiency as well as for anticipating demand in the energy market dynamics. The objective of the present work is the…

Machine Learning · Computer Science 2023-10-20 Davi Guimarães da Silva , Anderson Alvarenga de Moura Meneses

Short-term industrial enterprises power system forecasting is an important issue for both load control and machine protection. Scientists focus on load forecasting but ignore other valuable electric-meters which should provide guidance of…

Machine Learning · Computer Science 2024-06-04 Xiaoqiao Chen

Analysis of time-series data allows to identify long-term trends and make predictions that can help to improve our lives. With the rapid development of artificial neural networks, long short-term memory (LSTM) recurrent neural network (RNN)…

Emerging Technologies · Computer Science 2018-09-11 Kazybek Adam , Kamilya Smagulova , Alex Pappachen James

Recommending the right products is the central problem in recommender systems, but the right products should also be recommended at the right time to meet the demands of users, so as to maximize their values. Users' demands, implying strong…

Information Retrieval · Computer Science 2019-03-04 Ting Bai , Pan Du , Wayne Xin Zhao , Ji-Rong Wen , Jian-Yun Nie

Electricity consumption has increased exponentially during the past few decades. This increase is heavily burdening the electricity distributors. Therefore, predicting the future demand for electricity consumption will provide an upper hand…

Machine Learning · Computer Science 2019-09-19 Anupiya Nugaliyadde , Upeka Somaratne , Kok Wai Wong

Artificial neural networks (ANNs) have been the catalyst to numerous advances in a variety of fields and disciplines in recent years. Their impact on economics, however, has been comparatively muted. One type of ANN, the long short-term…

Econometrics · Economics 2021-06-17 Daniel Hopp

This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results…

Statistical Finance · Quantitative Finance 2021-01-18 Racine Ly , Fousseini Traore , Khadim Dia

The Long Short-Term Memory (LSTM) layer is an important advancement in the field of neural networks and machine learning, allowing for effective training and impressive inference performance. LSTM-based neural networks have been…

Neural and Evolutionary Computing · Computer Science 2019-01-04 Daniel Kent , Fathi M. Salem

This paper presents a framework for processing EV charging load data in order to forecast future load predictions using a Recurrent Neural Network, specifically an LSTM. The framework processes a large set of raw data from multiple…

The high dimensionality and complexity of neuroimaging data necessitate large datasets to develop robust and high-performing deep learning models. However, the neuroimaging field is notably hampered by the scarcity of such datasets. In this…

Machine Learning · Computer Science 2023-12-15 Yutong Gao , Charles A. Ellis , Vince D. Calhoun , Robyn L. Miller

This thesis studies the effectiveness of Long Short Term Memory model in forecasting future Job Openings and Labor Turnover Survey data in the United States. Drawing on multiple economic indicators from various sources, the data are fed…

Econometrics · Economics 2025-03-26 Kyungsu Kim

Investors and stock market analysts face major challenges in predicting stock returns and making wise investment decisions. The predictability of equity stock returns can boost investor confidence, but it remains a difficult task. To…

Statistical Finance · Quantitative Finance 2025-07-04 Adebola K. Ojo , Ifechukwude Jude Okafor

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

Long short-term memory (LSTM) based acoustic modeling methods have recently been shown to give state-of-the-art performance on some speech recognition tasks. To achieve a further performance improvement, in this research, deep extensions on…

Computation and Language · Computer Science 2015-05-12 Xiangang Li , Xihong Wu

This paper improves wind power prediction via weather forecast-contextualized Long Short-Term Memory Neural Network (LSTM) models. Initially, only wind power data was fed to a generic LSTM, but this model performed poorly, with erratic and…

Machine Learning · Computer Science 2019-08-06 Maximilian Du

We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in…

Computational Physics · Physics 2019-09-20 Pantelis R. Vlachas , Wonmin Byeon , Zhong Y. Wan , Themistoklis P. Sapsis , Petros Koumoutsakos

Energy prediction in buildings plays a crucial role in effective energy management. Precise predictions are essential for achieving optimal energy consumption and distribution within the grid. This paper introduces a Long Short-Term Memory…

Machine Learning · Computer Science 2024-02-07 Aditya Mishra , Haroon R. Lone , Aayush Mishra