Abstract
Three methods including LSTM, Seq2seq and WaveNet are implemented in this study. We compare the performance of different deep learning methods in predicting stock prices. We use the correlation between the predicted price and the actual price as the performance metric to evaluate the effectiveness of these methods.
Author supplied keywords
Cite
CITATION STYLE
Cho, C. H., Lee, G. Y., Tsai, Y. L., & Lan, K. C. (2019). Toward Stock Price Prediction using Deep Learning. In UCC 2019 Companion - Proceedings of the 12th IEEE/ACM International Conference on Utility and Cloud Computing (pp. 133–135). Association for Computing Machinery, Inc. https://doi.org/10.1145/3368235.3369367
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.