Can I read Stock Price Forecast with Deep Learning on EtoBox?

Stock Price Forecast with Deep Learning by Kamalov, Firuz; Smail, Linda; Gurrib, Ikhlaas is a scholarly article available to read on EtoBox.

What is Stock Price Forecast with Deep Learning about?

In this paper, we compare various approaches to stock price prediction using neural networks. We analyze the performance fully connected, convolutional, and recurrent architectures in predicting the next day value of S&P 500 index based on its previous values. We further expand our analysis by including three different optimization techniques: Stochastic Gradient Descent, Root Mean Square Propagation, and Adaptive Moment Estimation. The numerical experiments reveal that a single layer recurrent neural network with RMSprop optimizer produces optimal results with validation and test Mean Absolute Error of 0.0150 and 0.0148 respectively.

Author

Kamalov, Firuz; Smail, Linda; Gurrib, Ikhlaas

Published

2021

Language

EN