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Arxiv
1d
188
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ResNLS: An Improved Model for Stock Price Forecasting
- Stock price forecasting is a challenging task with varying degrees of dependencies between stock prices.
- The ResNLS hybrid model improves stock price prediction by emphasizing the dependencies between adjacent stock prices.
- ResNLS, composed of ResNet and LSTM, extracts features and analyzes time series data to capture dependencies.
- ResNLS-5, using closing price data for the previous 5 trading days as input, outperforms baselines with at least a 20% improvement.
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