CNN-LSTM Neural Network Model for Quantitative Strategy Analysis in Stock Markets

• Published in: Neural Information Processing Vol. 10635; pp. 198 - 206
• Main Authors: Liu, Shuanglong, Zhang, Chao, Ma, Jinwen
• Format: Book Chapter
• Language: English
• Published: Switzerland Springer International Publishing AG 2017; Springer International Publishing
• Series: Lecture Notes in Computer Science
• Subjects: CNN; LSTM; Neural network; Quantitative strategy; Stock markets

In this paper, the convolutional neural network and long short-term memory (CNN-LSTM) neural network model is proposed to analyse the quantitative strategy in stock markets. Methodically, the CNN-LSTM neural network is used to make the quantitative stock selection strategy for judging stock trends b...