Pham Ngoc Hai, Nguyen Tien Manh, Hoang Trung Hieu, Pham Quoc Chung, N. T. Son, P. Ha, Ngo Tung Son
Stock price prediction is a challenging financial time-series forecasting problem. In recent years, on account of the rapid progression of deep learning, researchers have developed highly accurate, state-of-the-art time-series models. Long short-term memory (LSTM) stands out as one of the most reliable architecture at capturing long-time temporal dependences. In Vietnam, there is a lack of research papers that solely focused on the effectiveness of deep-learning in stock price prediction. This paper surveys three different variations of LSTM (Vanilla, Stacked, Bidirectional) when applied to 20 companies’ stock prices over a period of 5 years from 2015 to 2020 in the VN-index stock exchange. The results show that Bidirectional LSTM is the most accurate model.
{"title":"An Empirical Research on the Effectiveness of Different LSTM Architectures on Vietnamese Stock Market","authors":"Pham Ngoc Hai, Nguyen Tien Manh, Hoang Trung Hieu, Pham Quoc Chung, N. T. Son, P. Ha, Ngo Tung Son","doi":"10.1145/3437802.3437827","DOIUrl":"https://doi.org/10.1145/3437802.3437827","url":null,"abstract":"Stock price prediction is a challenging financial time-series forecasting problem. In recent years, on account of the rapid progression of deep learning, researchers have developed highly accurate, state-of-the-art time-series models. Long short-term memory (LSTM) stands out as one of the most reliable architecture at capturing long-time temporal dependences. In Vietnam, there is a lack of research papers that solely focused on the effectiveness of deep-learning in stock price prediction. This paper surveys three different variations of LSTM (Vanilla, Stacked, Bidirectional) when applied to 20 companies’ stock prices over a period of 5 years from 2015 to 2020 in the VN-index stock exchange. The results show that Bidirectional LSTM is the most accurate model.","PeriodicalId":447986,"journal":{"name":"International Conference on Control, Robotics and Intelligent System","volume":"102 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127554090","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：