Multi-level stacking of LSTM recurrent models for predicting stock-market indices
The ability to predict stock-market indices is important to investors and financial decision-makers. However, the uncertainty of available information makes accurate prediction extremely challenging. In this work, we propose and validate a multi-level stacking model of long short-term memory (LSTM)...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2022-05-01
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| Series: | Data Science in Finance and Economics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/DSFE.2022007?viewType=HTML |