Application of PCA-LSTM algorithm for financial market stock return prediction and optimization model
Accurately predicting stock returns can help reduce market risk. This paper briefly introduced the long short-term memory (LSTM) algorithm model for predicting stock returns and combined it with principal component analysis (PCA) to improve the prediction accuracy. Simulation experiments were conduc...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2023-01-01
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| Series: | International Journal for Simulation and Multidisciplinary Design Optimization |
| Subjects: | |
| Online Access: | https://www.ijsmdo.org/articles/smdo/full_html/2023/01/smdo230024/smdo230024.html |