Modelling Time Series Data for Stock Prices Prediction Using Bidirectional Long Short-Term Memory
The dynamic nature of stock markets, characterized by intricate patterns and sudden fluctuations, poses significant challenges to accurate price prediction. Traditional analytical methods are often unable to capture this complexity. This requires the use of advanced techniques capable of modelling n...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
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Universitas Islam Negeri Sjech M. Djamil Djambek Bukittinggi
2024-12-01
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| Series: | Knowbase |
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| Acceso en liña: | https://ejournal.uinbukittinggi.ac.id/index.php/ijokid/article/view/8759 |
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