A Novel Variant of LSTM Stock Prediction Method Incorporating Attention Mechanism
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Christian Janiesch & Patrick Zschech & Kai Heinrich, 2021. "Machine learning and deep learning," Electronic Markets, Springer;IIM University of St. Gallen, vol. 31(3), pages 685-695, September.
- Fischer, Thomas & Krauss, Christopher, 2018. "Deep learning with long short-term memory networks for financial market predictions," European Journal of Operational Research, Elsevier, vol. 270(2), pages 654-669.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jen-Yu Lee & Tien-Thinh Nguyen & Hong-Giang Nguyen & Jen-Yao Lee, 2022. "Towards Predictive Crude Oil Purchase: A Case Study in the USA and Europe," Energies, MDPI, vol. 15(11), pages 1-15, May.
- Wei Dai & Yuan An & Wen Long, 2021. "Price change prediction of ultra high frequency financial data based on temporal convolutional network," Papers 2107.00261, arXiv.org.
- Shao, Zhen & Zheng, Qingru & Yang, Shanlin & Gao, Fei & Cheng, Manli & Zhang, Qiang & Liu, Chen, 2020. "Modeling and forecasting the electricity clearing price: A novel BELM based pattern classification framework and a comparative analytic study on multi-layer BELM and LSTM," Energy Economics, Elsevier, vol. 86(C).
- Kamaladdin Fataliyev & Aneesh Chivukula & Mukesh Prasad & Wei Liu, 2021. "Stock Market Analysis with Text Data: A Review," Papers 2106.12985, arXiv.org, revised Jul 2021.
- Eduard Hartwich & Alexander Rieger & Johannes Sedlmeir & Dominik Jurek & Gilbert Fridgen, 2023. "Machine economies," Electronic Markets, Springer;IIM University of St. Gallen, vol. 33(1), pages 1-13, December.
- Rainer Alt, 2021. "Electronic Markets on robotics," Electronic Markets, Springer;IIM University of St. Gallen, vol. 31(3), pages 465-471, September.
- Giacomo di Tollo & Joseph Andria & Gianni Filograsso, 2023. "The Predictive Power of Social Media Sentiment: Evidence from Cryptocurrencies and Stock Markets Using NLP and Stochastic ANNs," Mathematics, MDPI, vol. 11(16), pages 1-18, August.
- Ghosh, Indranil & Chaudhuri, Tamal Datta & Alfaro-Cortés, Esteban & Gámez, Matías & García, Noelia, 2022. "A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence," Technological Forecasting and Social Change, Elsevier, vol. 181(C).
- Sina Montazeri & Akram Mirzaeinia & Haseebullah Jumakhan & Amir Mirzaeinia, 2024. "CNN-DRL for Scalable Actions in Finance," Papers 2401.06179, arXiv.org.
- Alameer, Zakaria & Elaziz, Mohamed Abd & Ewees, Ahmed A. & Ye, Haiwang & Jianhua, Zhang, 2019. "Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm," Resources Policy, Elsevier, vol. 61(C), pages 250-260.
- Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2023.
"The commodity risk premium and neural networks,"
Journal of Empirical Finance, Elsevier, vol. 74(C).
- Joelle Miffre & Hossein Rad & Rand Kwong Yew Low & Robert Faff, 2023. "The commodity risk premium and neural networks," Post-Print hal-04322519, HAL.
- Abdulwahhab, Ali H. & Abdulaal, Alaa Hussein & Thary Al-Ghrairi, Assad H. & Mohammed, Ali Abdulwahhab & Valizadeh, Morteza, 2024. "Detection of epileptic seizure using EEG signals analysis based on deep learning techniques," Chaos, Solitons & Fractals, Elsevier, vol. 181(C).
- Abhirup Khanna & Bhawna Yadav Lamba & Sapna Jain & Vadim Bolshev & Dmitry Budnikov & Vladimir Panchenko & Alexandr Smirnov, 2023. "Biodiesel Production from Jatropha: A Computational Approach by Means of Artificial Intelligence and Genetic Algorithm," Sustainability, MDPI, vol. 15(12), pages 1-33, June.
- Rui Ma & Jia Wang & Wei Zhao & Hongjie Guo & Dongnan Dai & Yuliang Yun & Li Li & Fengqi Hao & Jinqiang Bai & Dexin Ma, 2022. "Identification of Maize Seed Varieties Using MobileNetV2 with Improved Attention Mechanism CBAM," Agriculture, MDPI, vol. 13(1), pages 1-16, December.
- Mst. Shapna Akter & Hossain Shahriar & Reaz Chowdhury & M. R. C. Mahdy, 2022. "Forecasting the Risk Factor of Frontier Markets: A Novel Stacking Ensemble of Neural Network Approach," Future Internet, MDPI, vol. 14(9), pages 1-23, August.
- Noura Metawa & Mohamemd I. Alghamdi & Ibrahim M. El-Hasnony & Mohamed Elhoseny, 2021. "Return Rate Prediction in Blockchain Financial Products Using Deep Learning," Sustainability, MDPI, vol. 13(21), pages 1-16, October.
- Kentaro Imajo & Kentaro Minami & Katsuya Ito & Kei Nakagawa, 2020. "Deep Portfolio Optimization via Distributional Prediction of Residual Factors," Papers 2012.07245, arXiv.org.
- Kailai Ni & Jianzhou Wang & Guangyu Tang & Danxiang Wei, 2019. "Research and Application of a Novel Hybrid Model Based on a Deep Neural Network for Electricity Load Forecasting: A Case Study in Australia," Energies, MDPI, vol. 12(13), pages 1-30, June.
- Jie Fang & Jianwu Lin & Shutao Xia & Yong Jiang & Zhikang Xia & Xiang Liu, 2020. "Neural Network-based Automatic Factor Construction," Papers 2008.06225, arXiv.org, revised Oct 2020.
- Qing, Xiangyun & Niu, Yugang, 2018. "Hourly day-ahead solar irradiance prediction using weather forecasts by LSTM," Energy, Elsevier, vol. 148(C), pages 461-468.
More about this item
Keywords
LSTM; attention mechanism; stock price prediction;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:12:y:2024:i:7:p:945-:d:1362292. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.