Forecasting Stock Market Indices Using the Recurrent Neural Network Based Hybrid Models: CNN-LSTM, GRU-CNN, and Ensemble Models

Forecasting Stock Market Indices Using the Recurrent Neural Network Based Hybrid Models: CNN-LSTM, GRU-CNN, and Ensemble Models

Various deep learning techniques have recently been developed in many fields due to the rapid advancement of technology and computing power. These techniques have been widely applied in finance for stock market prediction, portfolio optimization, risk management, and trading strategies. Forecasting...

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Bibliographic Details
Main Authors: Hyunsun Song, Hyunjun Choi
Format: Article
Language:English
Published: MDPI AG 2023-04-01
Series:Applied Sciences
Subjects:
deep learning
convolutional neural networks
recurrent neural networks
long short-term memory
gated recurrent unit
ensemble model
Online Access:https://www.mdpi.com/2076-3417/13/7/4644

Internet

https://www.mdpi.com/2076-3417/13/7/4644

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