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An adaptive particle swarm optimization-based hybrid long short-term memory model for stock price time series forecasting
In this paper, we presented a long short-term memory (LSTM) network and adaptive particle swarm optimization (PSO)-based hybrid deep learning model for forecasting the stock price of three major stock indices such as Sensex, S&P 500, and Nifty 50 for short term and long term. Although the LSTM c...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9415266/ https://www.ncbi.nlm.nih.gov/pubmed/36043118 http://dx.doi.org/10.1007/s00500-022-07451-8 |