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Stream/Area:
-
Subject:
-
Paper ID:
IJSREM34831
Volume:
8 |
5 |
May 2024
Pages:
Publication Frequency:
Monthly (12 issues per year)
License:International Journal of Scientific Research in Engineering and Management follows the Creative Commons Attribution 4.0 (CC BY 4.0) License, allowing free use and distribution with proper attribution.
Stock price prediction is a challenging task due to the volatile and non-linear nature of the financial markets. This paper explores the application of the Long Short-Term Memory (LSTM) neural network, a type of Recurrent Neural Network (RNN), for predicting stock prices. The study demonstrates the effectiveness of LSTM in capturing the temporal dependencies in stock price data, comparing its performance with traditional models.
KEYWORDS
Publication Date
5/27/2024
Peer Review Type
Double-Blind Peer Review
Review Rounds: 2
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Conflict of Interest
The authors declare no conflict of interest related to this research work.
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