Forecasting directional movements of stock prices for intraday trading using LSTM and random forests

3 code implementations • 21 Apr 2020 • Pushpendu Ghosh, Ariel Neufeld, Jajati Keshari Sahoo

Hence we outperform the single-feature setting in Fischer & Krauss (2018) and Krauss et al. (2017) consisting only of the daily returns with respect to the closing prices, having corresponding daily returns of 0. 41% and of 0. 39% with respect to LSTM and random forests, respectively.

Stock Market Prediction