Forecasting stock prices changes using long-short term memory neural network with symbolic genetic programming

Forecasting stock prices changes using long-short term memory neural network with symbolic genetic programming

Abstract This study introduces an augmented Long-Short Term Memory (LSTM) neural network architecture, integrating Symbolic Genetic Programming (SGP), with the objective of forecasting cross-sectional price returns across a comprehensive dataset comprising 4500 listed stocks in the Chinese market ov...

Full beskrivning

Bibliografiska uppgifter
Huvudupphovsmän:	Qi Li, Norshaliza Kamaruddin, Siti Sophiayati Yuhaniz, Hamdan Amer Ali Al-Jaifi
Materialtyp:	Artikel
Språk:	English
Publicerad:	Nature Portfolio 2024-01-01
Serie:	Scientific Reports
Länkar:	https://doi.org/10.1038/s41598-023-50783-0

Liknande verk

Forecasting stock prices with long-short term memory neural network based on attention mechanism.
av: Jiayu Qiu, et al.
Publicerad: (2020-01-01)

A HYBRID RECURRENT NEURAL NETWORK AND LONG SHORT-TERM MEMORY FOR SIMPLIFIED GENERAL PERTURBATIONS-4 MODEL IN ORBIT PROPAGATION /
av: Nor'Asnilawati Salleh, 1982-, author 362370, et al.
Publicerad: (2022)

A HYBRID RECURRENT NEURAL NETWORK AND LONG SHORT-TERM MEMORY FOR SIMPLIFIED GENERAL PERTURBATIONS-4 MODEL IN ORBIT PROPAGATION /
av: Nor'Asnilawati Salleh, 1982-, author 362370, et al.
Publicerad: (2022)

Long run dynamic relationships between oil prices, exchange rates, stock market and interest rate in Malaysia
av: Nordin, Sabariah, et al.
Publicerad: (2018)

The comparison stateless and stateful LSTM architectures for short-term stock price forecasting
av: Anna Chadidjah, et al.
Publicerad: (2024-01-01)

Short term electricity price forecasting using neural network
av: W. A. R, Intan Azmira, et al.
Publicerad: (2013)

Impact of COVID-19 on Forecasting Stock Prices: An Integration of Stationary Wavelet Transform and Bidirectional Long Short-Term Memory
av: Daniel Štifanić, et al.
Publicerad: (2020-01-01)

Data science approach to stock prices forecasting in Indonesia during Covid-19 using Long Short-Term Memory (LSTM)
av: Widodo Budiharto
Publicerad: (2021-03-01)

Forecasting stock prices using artificial neural networks /
av: 492909 Umamageswary Tharenpalan, et al.
Publicerad: (2009)

Stock price development forecasting using neural networks
av: Vrbka Jaromír, et al.
Publicerad: (2017-01-01)

Combined use of long short‐term memory neural network and quantum computation for hierarchical forecasting of locational marginal prices
av: Xin Huang, et al.
Publicerad: (2025-02-01)

Long-term memory in stock market prices
Publicerad: (2003)

Intelligent image processing on board small earth observation satellites /
av: 189090 Siti Sophiayati Yuhaniz
Publicerad: (2008)

Penentuan kategori profail produk daripada fail step /
av: 189090 Siti Sophiayati Yuhaniz
Publicerad: (2001)

Short-term runoff forecasting in an alpine catchment with a long short-term memory neural network
av: Corinna Frank, et al.
Publicerad: (2023-04-01)

Stock Price Prediction on IDX30 Index using Long Short-Term Memory Algorithm
av: Ken William, et al.
Publicerad: (2024-09-01)

Stock Index Prices Prediction via Temporal Pattern Attention and Long-Short-Term Memory
av: Xiaolu Wei, et al.
Publicerad: (2020-01-01)

Stock prediction and trading using long-short-term memory neural networks
av: R Nishitha
Publicerad: (2020)

Time series and neural network forecasts of daily stock prices
av: K.C. Tseng, et al.
Publicerad: (2012-03-01)

Stock prices forecasting based on wavelet neural networks with PSO
av: Wang Kai-Cheng, et al.
Publicerad: (2017-01-01)

Forecast of Opening Stock Price Based on Elman Neural Network
av: J. Zheng
Publicerad: (2015-12-01)

Gold price prediction using long short-term memory neural network
av: Ng, Nicholas Zheng Jie
Publicerad: (2023)

Rice Price Prediction with Long Short-Term Memory (LSTM) Neural Network
av: Rahmat Hidayat, et al.
Publicerad: (2024-10-01)

Hourly electricity price forecast for short-and long-term, using deep neural networks
av: Dombi Gergely, et al.
Publicerad: (2022-12-01)

Short-Term Electricity Price Forecasting Based on BP Neural Network Optimized by SAPSO
av: Min Yi, et al.
Publicerad: (2021-10-01)

Short-Term Electricity Price Forecasting Based on Similar Day-Based Neural Network
av: Chun-Yao Lee, et al.
Publicerad: (2020-08-01)

Short-Term Natural Gas and Carbon Price Forecasting Using Artificial Neural Networks
av: Laura Böhm, et al.
Publicerad: (2023-09-01)

Reservoir Flood Forecasting Based on Long-Short-Term Memory Neural Network
av: LUO Zhaolin, et al.
Publicerad: (2022-01-01)

Long Short-Term Memory Bayesian Neural Network for Air Pollution Forecast
av: Huynh A. D. Nguyen, et al.
Publicerad: (2023-01-01)

HIRA Model for Short-Term Electricity Price Forecasting
av: Marin Cerjan, et al.
Publicerad: (2019-02-01)

A Performance Comparison of Neural Networks in Forecasting Stock Price Trend
av: Binghui Wu, et al.
Publicerad: (2017-01-01)

Forecasting Stock Price Based on Frequency Components by EMD and Neural Networks
av: Wangwei Shu, et al.
Publicerad: (2020-01-01)

ACTIVE CONTOUR MODEL USING FRACTIONAL SYNC WAVE FUNCTION FOR MEDICAL IMAGE SEGMENTATION
av: Norshaliza Kamaruddin
Publicerad: (2016-12-01)

An Enhancement Method Based on Long Short-Term Memory Neural Network for Short-Term Natural Gas Consumption Forecasting
av: Jinyuan Liu, et al.
Publicerad: (2023-01-01)

Adaptive Clustering Long Short-Term Memory Network for Short-Term Power Load Forecasting
av: Yuanhang Qi, et al.
Publicerad: (2023-08-01)

Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression
av: Krzysztof Drachal, et al.
Publicerad: (2024-03-01)

The Interval Slope Method for Long-Term Forecasting of Stock Price Trends
av: Chun-xue Nie, et al.
Publicerad: (2016-01-01)

Application of Long-Short-Term-Memory Recurrent Neural Networks to Forecast Wind Speed
av: Meftah Elsaraiti, et al.
Publicerad: (2021-03-01)

Deep Neural Network and Long Short-Term Memory for Electric Power Load Forecasting
av: Namrye Son, et al.
Publicerad: (2020-09-01)

Forecasting Solar Power Using Long-Short Term Memory and Convolutional Neural Networks
av: Woonghee Lee, et al.
Publicerad: (2018-01-01)