Comparisons of Stock Prediction Methods Based on Recurrent Neural Networks

Authors

  • George Shao

DOI:

https://doi.org/10.54097/hset.v34i.5376

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Abstract

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References

Jeff Stibel, 2014. Why We Can't Predict Financial Markets. https://hbr.org/2009/01/why-we-cant-predict-financial.

Jingyi Shen, Shafiq M. Omair, 2020. Short-Term Stock Market Price Trend Prediction Using a Comprehensive Deep Learning System - Journal of Big Data. https://journalofbigdata.springeropen.com/articles/10.1186/s40537-020-00333-6.

Katherine Li, 2022. Predicting Stock Prices Using Machine Learning. https://neptune.ai/blog/predicting-stock-prices-using-machine-learning.

Roshan Adusumilli, 2020. Predicting Stock Prices Using a Keras LSTM Model. https://towardsdatascience.com/predicting-stock-prices-using-a-keras-lstm-model-4225457f0233.

Bee Guan Teo, 2021. Stock Prices Prediction Using Long Short-Term Memory (LSTM) Model in Python. https://medium.com/the-handbook-of-coding-in-finance/stock-prices-prediction-using-long-short-term-memory-lstm-model-in-python-734dd1ed6827.

Chi-Feng Wang, 2019. The Vanishing Gradient Problem. https://towardsdatascience.com/the-vanishing-gradient-problem-69bf08b15484.

Eugenio Culurciello, 2019. The Fall of RNN / LSTM. https://towardsdatascience.com/the-fall-of-rnn-lstm-2d1594c74ce0.

Matthew Stewart, 2020. Predicting Stock Prices with Echo State Networks. https://towardsdatascience.com/predicting-stock-prices-with-echo-state-networks-f910809d23d4.

Naima Chouikhi, 2018. Genesis of Basic and Multi-Layer Echo State Network Recurrent Autoencoder for Efficient Data Representations. https://arxiv.org/ftp/arxiv/papers/1804/1804.08996.pdf.

Herbert Jaeger, Harald Haas, 2004. EPORTS Harnessing Nonlinearity: Predicting Chaotic Systems and Saving Energy in Wireless Communication. http://www.columbia.edu/cu/biology/courses/w4070/Reading_List_Yuste/haas_04.pdf.

Ahershy, 2019. AMZN, DPZ, BTC, NTFX Adjusted May 2013-MAY2019. https://www.kaggle.com/datasets/hershyandrew/amzn-dpz-btc-ntfx-adjusted-may-2013may2019.

Michael Phi, 2020. Illustrated Guide to LSTM's and GRU's: A Step-by-Step Explanation. https://towardsdatascience.com/illustrated-guide-to-lstms-and-gru-s-a-step-by-step-explanation-44e9eb85bf21.

Tiago Miguel, 2021. How the LSTM Improves the RNN. https://towardsdatascience.com/how-the-lstm-improves-the-rnn-1ef156b75121.

Derrick Mwiti, 2018. Using a Keras Long Short-Term Memory (LSTM) Model to Predict Stock Prices. https://www.kdnuggets.com/2018/11/keras-long-short-term-memory-lstm-model-predict-stock-prices.html.

TensorFlow, 2022. Tf.keras.layers.LSTM: Tensorflow Core v2.9.1. https://www.tensorflow.org/api_ docs/python/tf/keras/layers/LSTM.

Ekourkchi, 2021. PyEsn. https://pypi.org/project/pyEsn/.

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Published

28-02-2023

How to Cite

Shao, G. (2023). Comparisons of Stock Prediction Methods Based on Recurrent Neural Networks. Highlights in Science, Engineering and Technology, 34, 65-70. https://doi.org/10.54097/hset.v34i.5376