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



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

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