A Deep Learning Framework for Stock Prediction Using LSTM

Abstract

In order to test the predictive power of the deep learning model, several machine learning methods were introduced for comparison. Empirical case results for the period of 2000 to 2017 show the forecasting power of deep learning technology. With a series of linear regression indicator measurement, we find LSTM networks outperform traditional machine learning methods, i.e., Linear Regression, Auto ARIMA, KNN.