Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of a different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors and with the application of advanced techniques of machine...

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書誌詳細

主要な著者:	Juan C. King, José M. Amigó
フォーマット:	Artigo
言語:	Inglês
出版事項:	MDPI AG 2025-09-01
シリーズ:	Forecasting
主題:	machine learning stock market algorithmic trading recurrent neural networks random forest gradient boosting
オンライン･アクセス:	https://www.mdpi.com/2571-9394/7/3/49
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