![]() ![]() The hybrid model is able to forecast both linear and non-linear time-series component of stock dataset. RCSNet integrates the autoregressive integrated moving average (ARIMA) model, convolutional neural network (CNN) and the sequence-to-sequence (Seq2Seq) long–short-term memory (LSTM) model. This study presents a novel hybrid deep learning model, Residual-CNN-Seq2Seq (RCSNet), to predict the trend of stock price movement. This study explores whether a new machine learning method can more accurately predict the movement of stock prices. Policy prescriptions are required to be supported by rigorous analysis and appraisal. JABES welcomes papers covering global, regional, national, or even local topics of business and economic development that are of wider policy significance, and of interest to international agencies, governments, public and private sector entities, local communities, non-governmental organizations, and businesses. JABES seeks to explore ways of improving the sustainability of business and economics by examining potential solutions to business and economic issues under both theoretical and empirical aspects with the recognition of 'sustainable development' as a process of change involving nations, economies, political alliances, institutions, groups, firms, and individuals into long-term benefits. JABES is published under a platium OA agreement with Emerald. JABES is owned by University of Economics Ho Chi Minh City. Journal of Asian Business and Economic Studies (JABES) is an international peer-reviewed quarterly journal addressing the development of business and economics. “The International Journal Devoted to the Study and Promotion of Business and Economic Sustainability” JOURNAL OF ASIAN BUSINESS AND ECONOMIC STUDIES If you want to submit a manuscript in Vietnamese, please choose the Vietnamese language and make the submission.
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