fbpx

Forecast market indices with autoencoders & LTSM

(Last Updated On: August 22, 2022)

 

This article still questions if it is valid while you forecast market indices

 

Forecasting Market Indices Using Stacked Autoencoders & LSTM

He cites:

Before we go into any detail let’s just step back and look at the larger picture. We have:

  • Unknown researchers

  • A journal from outside the field of finance

  • A paper replete with pretty colored images, but very skimpy detail on the methodology

  • A claimed result that lies far beyond the bounds of credibility

From my perspective on right or wrong if this research is valid, it can be useful to use as a reference to come up with your own theories. Here is the source code

https://github.com/mlpanda/DeepLearning_Financial

 

Get some free PDFs here https://quantlabs.net/books

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Subscribe For Latest Updates

Sign up to best of business news, informed analysis and opinions on what matters to you.
Invalid email address
We promise not to spam you. You can unsubscribe at any time.

NOTE!

Check NEW site on stock forex and ETF analysis and automation

Scroll to Top