Stock Market Prediction using Ensemble of Deep Neural Networks

Author(s):  
Lu Sin Chong ◽  
Kian Ming Lim ◽  
Chin Poo Lee
2019 ◽  
Vol 7 (4) ◽  
pp. 24-28
Author(s):  
Rohit Kumar ◽  
Rohit Gajbhiye ◽  
Isha Nikhar ◽  
Dyotak Thengdi ◽  
Sofia Pillai

2021 ◽  
Author(s):  
Ambarish Shashank Gadgil ◽  
Aditya Fakirmohan Desity ◽  
Prasanna Hemant Asole ◽  
Harsh Shailesh Dandge ◽  
Spurti Shinde

2019 ◽  
Vol 22 ◽  
pp. 15-21 ◽  
Author(s):  
Yunus Emre Midilli ◽  
Sergei Parshutin

Neural networks are commonly used methods in stock market predictions. From the earlier studies in the literature, the requirement of optimising neural networks has been emphasised to increase the profitability, accuracy and performance of neural networks in exchange rate prediction. The paper proposes a literature review of two techniques to optimise neural networks in stock market predictions: genetic algorithms and design of experiments. These two methods have been discussed in three approaches to optimise the following aspects of neural networks: variables, input layer and hyper-parameters.


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