Predicting Daily Direction of Stock Price Movement by Using Limit Book Information with LSTM Artificial Neural Networks
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 106 === This study uses the intraday data information to forecasts the trend of stock prices within one day by using Long Short-Term Memory(LSTM) neural network model, and refers to the previous literature in Parlour(1998), Bacidore et al(2003) Cao and Wang(2003) ,...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/e4fk26 |