DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial News

20 Dec 2019 Xinyi Li Yinchuan Li Hongyang Yang Liuqing Yang Xiao-Yang Liu

Stock price prediction is important for value investments in the stock market. In particular, short-term prediction that exploits financial news articles is promising in recent years... (read more)

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Datasets


  Add Datasets introduced or used in this paper
TASK DATASET MODEL METRIC NAME METRIC VALUE GLOBAL RANK RESULT BENCHMARK
Stock Price Prediction 2019_test set Yygf 10 fold Cross validation 22 # 1

Methods used in the Paper


METHOD TYPE
Sigmoid Activation
Activation Functions
Tanh Activation
Activation Functions
LSTM
Recurrent Neural Networks