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Stock Market Prediction in BSE Using Long Short-Term Memory (LSTM) Algorithm

Madireddy, Vijay Reddy - 2022

The speciality of determining stock prices has been a troublesome task for many researchers and examiners. Indeed, financial specialists are profoundly intrigued by the examination region of stock value prediction. For decent and useful speculation, numerous speculators are sharp in knowing the...

Persistent link: https://www.econbiz.de/10014244645

A new attention-based LSTM model for closing stock price prediction

Lin, Yuyang; Huang, Qi; Zhong, Qiyin; Li, Muyang; Li, Yan; … - In: International journal of financial engineering 9 (2022) 3, pp. 2250014-1-2250014-17

Persistent link: https://www.econbiz.de/10013367610

Predictability of Bitcoin returns

Cheah, Eng-Tuck; Luo, Di; Zhang, Zhuang; Sung, Ming-chien - In: The European journal of finance 28 (2022) 1, pp. 66-85

Persistent link: https://www.econbiz.de/10013373232

Essays on stock price behaviour in Sweden

Frennberg, Per - 1994

Persistent link: https://www.econbiz.de/10013335181

Forecasting high-frequency stock returns : a comparison of alternative methods

Akyildirim, Erdinc; Bariviera, Aurelio Fernández; … - In: Risk management decisions and value under uncertainty, (pp. 639-690). 2022

Persistent link: https://www.econbiz.de/10013341974

Predictability of Bull and Bear Markets : A New Look at Forecasting Stock Market Regimes (and Returns) in the Us

Haase, Felix; Neuenkirch, Matthias - 2021

-switching models, and forecast combination to predict the dynamics in the S&P 500. First, we aggregate the weekly information of 115 …

Persistent link: https://www.econbiz.de/10013250734

Forecasting stock betas : evidence for the London Stock Exchange

Diacogiannis, George P. - In: Spudai / University of Piraeus : journal of economics … 39 (1989) 1, pp. 92-108

Persistent link: https://www.econbiz.de/10001110143

Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?

Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - In: Economics letters 116 (2012) 3, pp. 322-325

Persistent link: https://www.econbiz.de/10009674398

Optimal forecast error as an unbiased estimator of abnormal return : a proposition

Enginar, Onur; Atici, Kazim Baris - In: Journal of forecasting 41 (2022) 1, pp. 158-166

Persistent link: https://www.econbiz.de/10012796281

Predictability in equity markets : estimation and inference

Kiss, Tamás - 2019

Persistent link: https://www.econbiz.de/10012292152

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