Enhancing stock market predictions via hybrid external trend and internal components analysis and long short term memory model
When it comes to financial decision-making, stock market predictability is extremely important since it offers valuable information that may guide investment strategies, risk management, and portfolio allocation overall. Traditional methods often fail to accurately predict stock prices due to their...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-12-01
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| Series: | Journal of King Saud University: Computer and Information Sciences |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S1319157824003410 |
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