Forecasting Financial Time Series Using Deep Learning Networks: Evidence from Long-Short Term Memory and Gated Recurrent Unit

Mohammadreza Ghadimpour; Seyed babak Ebrahimi

Articles in Press, Accepted Manuscript, Available Online from 21 May 2022

https://doi.org/10.30699/ijf.2022.313164.1286

Abstract
  The ability to predict the stock market and analyze market trends is invaluable to researchers and anyone interested in investing. However, this task is a challenging problem due to a large number of parameters and unpredictable noise that may affect the stock price. To overcome this issue, researchers ...  Read More