Forecasting directional movements of stock-prices for intraday trading using LSTM and random-forest
Stock-market-forecasting Forecasting directional movements of stock-prices for intraday trading using LSTM and random-foresthttps://arxiv.org/abs/2004.10178Pushpendu Ghosh, Ariel Neufeld, Jajati K Sahoo We design a highly profitable trading stratergy and employ random forests and LSTM networks (more precisely CuDNNLSTM) to analyze their effectiveness in forecasting out-of-sample directional movements of constituent stocks of the S&P 500, for intraday trading, from January 1993 till December 2018. Bibtex @article{ghosh2021forecasting, title={Forecasting directional movements of stock prices for intraday trading using LSTM and random forests}, author={Ghosh, Pushpendu and […]
Read more