Skip to content
About TEJ
News
Solution&DataSets
Databank Solution
Credit Risk Solution
Valuation Analytics Solution
ESG Sustainability Solution
Quantitative Finance Solution
Regulatory Technology Solution
Product Introduction
Insights
Supports
Service Provide Method
FAQ
Learning Video
Alternative Data Survey
繁體中文
English
Contact Us
Home
>
General Economic Indicators
General Economic Indicators
12
/
12
2022
LSTM Trading Signal Detection
In the previous article, we used an LSTM model to predict stock price trends by using the past 10 days' opening prices, highest prices, lowest prices, closing prices, and trading volumes to predict the closing price for the next day. However, we observed that the model's performance was not very satisfactory when relying solely on yesterday's stock price to predict tomorrow's price. Therefore, we have decided to change our approach. This time, we aim to use the model to help us identify buy and sell points and formulate a trading strategy. We have also incorporated eight new feature indicators, with four being technical indicators and four being macroeconomic indicators, in the hope of improving our prediction results using these two facets of feature values.
Procesing