Time Series Prediction with LSTM Networks and Its Application to Equity Investment

DOI10.1007/978-981-15-4498-9_4zbMath1457.91349OpenAlexW3045560450MaRDI QIDQ5148839

Naoki Makimoto, Ken-Ichi Matsumoto

Publication date: 5 February 2021

Published in: Advanced Studies of Financial Technologies and Cryptocurrency Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-4498-9_4

zbMATH Keywords

portfolio selectiontime series modelstock return predictionLSTM networksTOPIX Core 30

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Financial networks (including contagion, systemic risk, regulation) (91G45)

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