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We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

统计金融 · 定量金融 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

This paper investigates an optimal integration of deep learning with financial models for robust asset price forecasting. Specifically, we developed a hybrid framework combining a Long Short-Term Memory (LSTM) network with the Merton-L\'evy…

统计金融 · 定量金融 2025-12-10 Mohammed Alruqimi , Luca Di Persio

This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…

统计金融 · 定量金融 2025-10-21 Emmanuel Boadi

In this paper, a time series algorithm based on Genetic Algorithm (GA) and Long Short-Term Memory Network (LSTM) optimization is used to forecast stock prices effectively, taking into account the trend of the big data era. The data are…

计算工程、金融与科学 · 计算机科学 2024-05-07 Xinye Sha

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

计算工程、金融与科学 · 计算机科学 2025-05-09 Rajneesh Chaudhary

The volatility and complex dynamics of cryptocurrency markets present unique challenges for accurate price forecasting. This research proposes a hybrid deep learning and machine learning model that integrates Long Short-Term Memory (LSTM)…

机器学习 · 计算机科学 2025-06-30 Mehul Gautam

Predicting the stock market is a big challenge for the machine learning world. It is known how difficult it is to have accurate and consistent predictions with ML models. Some architectures are able to capture the movement of stocks but…

统计金融 · 定量金融 2025-03-26 Angel Varela

The stock market prediction has always been crucial for stakeholders, traders and investors. We developed an ensemble Long Short Term Memory (LSTM) model that includes two-time frequencies (annual and daily parameters) in order to predict…

统计金融 · 定量金融 2020-01-13 Zineb Lanbouri , Saaid Achchab

In recent years, Bitcoin price prediction has attracted the interest of researchers and investors. However, the accuracy of previous studies is not well enough. Machine learning and deep learning methods have been proved to have strong…

统计金融 · 定量金融 2021-06-25 Liping Yang

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…

交易与市场微观结构 · 定量金融 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…

机器学习 · 计算机科学 2018-10-24 Yongli Zhu , Songtao Lu , Renchang Dai , Guangyi Liu , Zhiwei Wang

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

机器学习 · 计算机科学 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

统计金融 · 定量金融 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

Cryptocurrency markets are experiencing rapid growth, but this expansion comes with significant challenges, particularly in predicting cryptocurrency prices for traders in the U.S. In this study, we explore how deep learning and machine…

The majority of studies in the field of AI guided financial trading focus on purely applying machine learning algorithms to continuous historical price and technical analysis data. However, due to non-stationary and high volatile nature of…

统计金融 · 定量金融 2021-02-03 Ling Qi , Matloob Khushi , Josiah Poon

Predicting the price that has the least error and can provide the best and highest accuracy has been one of the most challenging issues and one of the most critical concerns among capital market activists and researchers. Therefore, a model…

机器学习 · 计算机科学 2025-05-05 Mohammadhossein Rashidi , Mohammad Modarres

With the increasing enrichment and development of the financial derivatives market, the frequency of transactions is also faster and faster. Due to human limitations, algorithms and automatic trading have recently become the focus of…

计算金融 · 定量金融 2023-06-21 Jiashu Lou , Leyi Cui , Ye Li

Predicting future stock prices and their movement patterns is a complex problem. Hence, building a portfolio of capital assets using the predicted prices to achieve the optimization between its return and risk is an even more difficult…

投资组合管理 · 定量金融 2021-12-24 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

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…

统计金融 · 定量金融 2021-01-18 Racine Ly , Fousseini Traore , Khadim Dia

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

统计金融 · 定量金融 2020-10-16 Qi Zhao
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