Search Results - subject:"LSTM"

Deep learning with long short-term memory networks for financial market predictions

Fischer, Thomas; Krauss, Christopher - 2017

Long short-term memory (LSTM) networks are a state-of-the-art technique for sequence learning. They are less commonly … applied to financial time series predictions, yet inherently suitable for this domain. We deploy LSTM networks for predicting … 0.46 percent and a Sharpe Ratio of 5.8 prior to transaction costs, we find LSTM networks to outperform memory …

Persistent link: https://www.econbiz.de/10011644167

Blind quantitative steganalysis using CNN-long short-term memory architecture

Singhal, Anuradha; Bedi, Punam - In: Strategic system assurance and business analytics, (pp. 175-186). 2020

Persistent link: https://www.econbiz.de/10012240950

Deep learning with long short-term memory networks and random forests for demand forecasting in multi-channel retail

Punia, Sushil; Nikolopoulos, Konstantinos; Singh, Surya … - In: International journal of production research 58 (2020) 16, pp. 4964-4979

Persistent link: https://www.econbiz.de/10012266114

Factor-augmented HAR model improves realized volatility forecasting

Kim, Dongwoo; Baek, Changryong - In: Applied economics letters 27 (2020) 12, pp. 1002-1009

Persistent link: https://www.econbiz.de/10012267030

Neural networks and arbitrage in the VIX : a deep learning approach for the VIX

Osterrieder, Joerg; Kucharczyk, Daniel; Rudolf, Silas; … - In: Digital finance : smart data analytics, investment … 2 (2020) 1/2, pp. 97-115

Persistent link: https://www.econbiz.de/10012284951

Recurrent neural network-based speech recognition using MATLAB

James, Praveen Edward; Mun Hou Kit; Vaithilingam, … - In: International journal of intelligent enterprise 7 (2020) 1/2/3, pp. 56-66

Persistent link: https://www.econbiz.de/10012177243

A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting

Smyl, Slawek - In: International journal of forecasting 36 (2020) 1, pp. 75-85

Persistent link: https://www.econbiz.de/10012405910

Entity name recognition of cross-border e-commerce commodity titles based on TWs-LSTM

Luo, Yongcong; Ma, Jing; Li, Chi - In: Electronic commerce research 20 (2020) 2, pp. 405-426

Persistent link: https://www.econbiz.de/10012224102

Recommendation and sentiment analysis based on consumer review and rating

Ni, Pin; Li, Yuming; Chang, Victor - In: International journal of business intelligence research … 11 (2020) 2, pp. 11-27

Persistent link: https://www.econbiz.de/10012304763

Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction

Chen, Shun; Ge, Lei - In: Quantitative finance 19 (2019) 9, pp. 1507-1515

Persistent link: https://www.econbiz.de/10012194802