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Stock Market Prediction Using LSTM Recurrent Neural Network
Author(s) -
Adil Moghar,
Mhamed Hamiche
Publication year - 2020
Publication title -
procedia computer science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.334
H-Index - 76
ISSN - 1877-0509
DOI - 10.1016/j.procs.2020.03.049
Subject(s) - computer science , recurrent neural network , stock market , artificial intelligence , machine learning , artificial neural network , long short term memory , stock market prediction , asset (computer security) , stock (firearms) , financial market , finance , mechanical engineering , paleontology , horse , engineering , biology , computer security , economics
It has never been easy to invest in a set of assets, the abnormally of financial market does not allow simple models to predict future asset values with higher accuracy. Machine learning, which consist of making computers perform tasks that normally requiring human intelligence is currently the dominant trend in scientific research. This article aims to build a model using Recurrent Neural Networks (RNN) and especially Long-Short Term Memory model (LSTM) to predict future stock market values. The main objective of this paper is to see in which precision a Machine learning algorithm can predict and how much the epochs can improve our model.

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