Deep learning algorithms for classification of financial time series data
Stock trading markets are infamous for being unstable and complicated, and there is much enthusiasm by many to search for a dependable, unerring model that can be used to trade the stock markets. Long short-term memory (LSTM) networks are a variant of recurrent neural networks (RNN) and are effec...
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格式: | Final Year Project |
語言: | English |
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Nanyang Technological University
2020
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在線閱讀: | https://hdl.handle.net/10356/140312 |
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機構: | Nanyang Technological University |
語言: | English |