Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction

no code implementations • Sustainability 2018 • Hyejung Chung, Kyung-shik Shin

This research investigates the temporal property of stock market data by suggesting a systematic method to determine the time window size and topology for the LSTM network using GA. To evaluate the proposed hybrid approach, we have chosen daily Korea Stock Price Index (KOSPI) data.

Stock Market Prediction Time Series Forecasting