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Open AccessJournal ArticleDOI

Deep Learning Approach for Short-Term Stock Trends Prediction Based on Two-Stream Gated Recurrent Unit Network

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TLDR
A novel framework to predict the directions of stock prices by using both financial news and sentiment dictionary is proposed and outperforms state-of-the-art models and is more efficient in dealing with financial datasets.
Citations
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Journal ArticleDOI

Financial time series forecasting with deep learning : A systematic literature review: 2005–2019

TL;DR: A comprehensive literature review on DL studies for financial time series forecasting implementations and grouped them based on their DL model choices, such as Convolutional Neural Networks (CNNs), Deep Belief Networks (DBNs), Long-Short Term Memory (LSTM).
Journal ArticleDOI

A Survey on Internet of Things and Cloud Computing for Healthcare

TL;DR: An in-depth review of IoT privacy and security issues, including potential threats, attack types, and security setups from a healthcare viewpoint is conducted and previous well-known security models to deal with security risks are analyzed.
Journal ArticleDOI

Applications of deep learning in stock market prediction: recent progress

TL;DR: A review of recent works on deep learning models for stock market prediction by category the different data sources, various neural network structures, and common used evaluation metrics to help the interested researchers to synchronize with the latest progress and also help them to easily reproduce the previous studies as baselines.
Journal ArticleDOI

Stock price prediction based on deep neural networks

TL;DR: A DNN-based prediction model is designed based on the PSR method and a long- and short-term memory networks for DL and used to predict stock prices and a comparison of the results shows that the proposed prediction model has higher prediction accuracy.
Journal ArticleDOI

Deep Learning for Financial Applications : A Survey

TL;DR: This paper tried to provide a state-of-the-art snapshot of the developed DL models for financial applications, as of today, and categorized the works according to their intended subfield in finance but also analyzed them based on their DL models.
References
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Proceedings ArticleDOI

Deep Residual Learning for Image Recognition

TL;DR: In this article, the authors proposed a residual learning framework to ease the training of networks that are substantially deeper than those used previously, which won the 1st place on the ILSVRC 2015 classification task.
Journal ArticleDOI

Long short-term memory

TL;DR: A novel, efficient, gradient based method called long short-term memory (LSTM) is introduced, which can learn to bridge minimal time lags in excess of 1000 discrete-time steps by enforcing constant error flow through constant error carousels within special units.
Proceedings ArticleDOI

Glove: Global Vectors for Word Representation

TL;DR: A new global logbilinear regression model that combines the advantages of the two major model families in the literature: global matrix factorization and local context window methods and produces a vector space with meaningful substructure.
Posted Content

Efficient Estimation of Word Representations in Vector Space

TL;DR: This paper proposed two novel model architectures for computing continuous vector representations of words from very large data sets, and the quality of these representations is measured in a word similarity task and the results are compared to the previously best performing techniques based on different types of neural networks.
Proceedings ArticleDOI

Learning Phrase Representations using RNN Encoder--Decoder for Statistical Machine Translation

TL;DR: In this paper, the encoder and decoder of the RNN Encoder-Decoder model are jointly trained to maximize the conditional probability of a target sequence given a source sequence.
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