Prediction of the Change Points in Stock Markets Using DAE-LSTM

Prediction of the Change Points in Stock Markets Using DAE-LSTM

Since the creation of stock markets, there have been attempts to predict their movements, and new prediction methodologies have been devised. According to a recent study, when the Russell 2000 industry index starts to rise, stocks belonging to the corresponding industry in other countries also rise...

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Bibliographic Details
Main Authors: Sanghyuk Yoo, Sangyong Jeon, Seunghwan Jeong, Heesoo Lee, Hosun Ryou, Taehyun Park, Yeonji Choi, Kyongjoo Oh
Format: article
Language:EN
Published: MDPI AG 2021
Subjects:
change-point detection
denoising autoencoder
long short-term memory
Russell 2000 index
Environmental effects of industries and plants
TD194-195
Renewable energy sources
TJ807-830
Environmental sciences
GE1-350
Online Access:https://doaj.org/article/9c173e41ffc844b3a9b8125ee05783e6
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https://doaj.org/article/9c173e41ffc844b3a9b8125ee05783e6

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