Long Short-Term Memory Neural Network for Financial Time Series. (arXiv:2201.08218v1 [q-fin.ST])

Performance forecasting is an age-old problem in economics and finance.
Recently, developments in machine learning and neural networks have given rise
to non-linear time series models that provide modern and promising alternatives
to traditional methods of analysis. In this paper, we present an ensemble of
independent and parallel long short-term memory (LSTM) neural networks for the
prediction of stock price movement. LSTMs have been shown to be especially
suited for time series data due to their ability to incorporate past …

arxiv financial network neural network time time series