Study on the application of LSTM-LightGBM Model in stock rise and fall prediction
This paper proposes a hybrid financial time series forecast model based on LSTM and LightGBM, namely LSTM_LightGBM model. Use the LightGBM model to train the processed stock historical data set, and save the training results. Then the opening price, closing price, highest price, lowest price, tradin...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2021-01-01
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| Series: | MATEC Web of Conferences |
| Online Access: | https://www.matec-conferences.org/articles/matecconf/pdf/2021/05/matecconf_cscns20_05011.pdf |