articleMay 1, 2017Closed access

Stock market's price movement prediction with LSTM neural networks

Universidade Federal de Minas Gerais

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Abstract

Predictions on stock market prices are a great challenge due to the fact that it is an immensely complex, chaotic and dynamic environment. There are many studies from various areas aiming to take on that challenge and Machine Learning approaches have been the focus of many of them. There are many examples of Machine Learning algorithms been able to reach satisfactory results when doing that type of prediction. This article studies the usage of LSTM networks on that scenario, to predict future trends of stock prices based on the price history, alongside with technical analysis indicators. For that goal, a prediction model was built, and a series of experiments were executed and theirs results analyzed against a…

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838
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Authors

3

Topics & keywords

Keywords
  • Computer science
  • Machine learning
  • Stock market
  • Artificial neural network
  • Artificial intelligence
  • Stock market prediction
  • Stock (firearms)
  • Stock price
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