Stacked BI-LSTM and E-Optimized CNN-A Hybrid Deep Learning Model for Stock Price Prediction
Univariate stocks and multivariate equities are more common due to partnerships. Accurate future stock predictions benefit investors and stakeholders. The study has limitations, but hybrid architectures can outperform single deep learning approach (DL) in price prediction. This study presents a hybr...
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Veröffentlicht in: | Optical memory & neural networks 2024-06, Vol.33 (2), p.102-120 |
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Sprache: | eng |
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