Search Results - subject:"LSTM"

Comparison of Forecasting Performance of ARIMA LSTM and HYBRID Models for The Sales Volume Budget of a Manufacturing Enterprise

Temür, Ayşe Soy; Yıldız, Şule - In: Istanbul Business Research (IBR) 50 (2021) 1, pp. 15-46

as a linear model ARIMA (Auto-Regressive Integrated Moving Average), as nonlinear model LSTM (Long Shorterm Memory) and a … HYBRID (LSTM and ARIMA) model built to improve system performance compared to a single model was used. As a result of the …

Persistent link: https://www.econbiz.de/10012873454

Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators

Yıldırım, Deniz Can; Toroslu, Ismail Hakkı; Fiore, Ugo - In: Financial Innovation 7 (2021) 1, pp. 1-36

problems. In this work, we used a popular deep learning tool called "long short-term memory" (LSTM), which has been shown to be …

Persistent link: https://www.econbiz.de/10012602884

Impact of public news sentiment on stock market index return and volatility

Anese, Gianluca; Corazza, Marco; Costola, Michele; … - 2021

Recent advances in natural language processing have contributed to the development of market sentiment measures through text content analysis in news providers and social media. The effectiveness of these sentiment variables depends on the implemented techniques and the type of source on which...

Persistent link: https://www.econbiz.de/10012643576

Short-term bitcoin market prediction via machine learning

Jaquart, Patrick; Dann, David; Weinhardt, Christof - In: The Journal of finance and data science : JFDS 7 (2021), pp. 45-66

We analyze the predictability of the bitcoin market across prediction horizons ranging from 1 to 60 min. In doing so, we test various machine learning models and find that, while all models outperform a random classifier, recurrent neural networks and gradient boosting classifiers are especially...

Persistent link: https://www.econbiz.de/10013162705

Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators

Yıldırım, Deniz Can; Toroslu, Ismail Hakkı; Fiore, Ugo - In: Financial innovation : FIN 7 (2021), pp. 1-36

problems. In this work, we used a popular deep learning tool called "long short-term memory" (LSTM), which has been shown to be …

Persistent link: https://www.econbiz.de/10012418465

Estimación adelantada del crecimiento regional mediante redes neuronales LSTM

Lucio Fernández, Juan de - In: Journal of regional research (2021) 49, pp. 45-64

Persistent link: https://www.econbiz.de/10012628570

Impact of public news sentiment on stock market index return and volatility

Anese, Gianluca; Corazza, Marco; Costola, Michele; … - 2021

Persistent link: https://www.econbiz.de/10012629835

Management of early failure detection of production process : the case of the clutch shaft alignment using LSTM deep learning algorithm

Przysucha, Bartosz; Rymarczyk, Tomasz; Wójcik, Dariusz; … - In: European research studies 24 (2021) 2, pp. 189-197

Persistent link: https://www.econbiz.de/10012663864

Profiling and segmenting clients with the use of machine learning algorithms

Rymarczyk, Paweł; Gołąbek, Piotr; Skrzypek-Ahmed, Sylwia - In: European research studies 24 (2021) 2, pp. 513-522

Persistent link: https://www.econbiz.de/10012663956

Forecasting sales in the supply chain based on the LSTM network : the case of furniture industry

Pliszczuk, Damian; Lesiak, Piotr; Żuk, Krzysztof; … - In: European research studies 24 (2021) 2, pp. 627-636

Persistent link: https://www.econbiz.de/10012663974