Leveraging LSTM Neural Networks for Stock Price Prediction and Trading Strategy Optimization in Financial Markets

In the Artificial Intelligence development market in recent years, the atmosphere felt by the financial field will be relatively strong, and some, especially in the deep learning model, widely exist in the performance of complex financial data, which has certain advantages. Therefore, as one of the most prominent models of deep learning, LSTM neural network models are just good at processing some complex financial data of the rest of the time series, such as stock price prediction and trading strategy, optimization, and so on. However, in the actual application process, the stock price prediction of such models still has certain data quality, historical data market fluctuations, complex, non-linear data and other related factors, so there are certain challenges and development space in the process of processing.Nevertheless, by properly addressing these issues and combining them with best practices, LSTM algorithms are a powerful tool to help uncover underlying patterns in financial markets and optimize trading decisions.

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Publication Details

Journal
Applied and Computational Engineering
Published
2024-11-29
DOI
https://doi.org/10.54254/2755-2721/2024.17906
Citations
2
Primary Topic
Stock Market Forecasting Methods
Type
article
Field-Weighted Citation Impact
0.98
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article

Leveraging LSTM Neural Networks for Stock Price Prediction and Trading Strategy Optimization in Financial Markets

Qi Shen, Xin Ni, Chengru Ju
2 citations
Applied and Computational Engineering
Stock Market Forecasting Methods
0.98
article

Leveraging LSTM Neural Networks for Stock Price Prediction and Trading Strategy Optimization in Financial Markets

Qi Shen, Xin Ni, Chengru Ju
article en
2 citations

Abstract

In the Artificial Intelligence development market in recent years, the atmosphere felt by the financial field will be relatively strong, and some, especially in the deep learning model, widely exist in the performance of complex financial data, which has certain advantages. Therefore, as one of the most prominent models of deep learning, LSTM neural network models are just good at processing some complex financial data of the rest of the time series, such as stock price prediction and trading strategy, optimization, and so on. However, in the actual application process, the stock price prediction of such models still has certain data quality, historical data market fluctuations, complex, non-linear data and other related factors, so there are certain challenges and development space in the process of processing.Nevertheless, by properly addressing these issues and combining them with best practices, LSTM algorithms are a powerful tool to help uncover underlying patterns in financial markets and optimize trading decisions.

Applied and Computational EngineeringVol. 112(1)
University of Connecticut (US), Columbia University (US)
Partnerships for the goals
Openalex Percentile: Top 20%
Stock Market Forecasting Methods
0.98
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