Paper Contents
Abstract
In recent years, advancements in computational techniques and the availability of large-scale historical stock data have paved the way for the application of machine learning and deep learning algorithms in stock market prediction. Deep learning algorithms, in particular, have shown great promise in capturing intricate patterns and relationships in financial time series data. Among these algorithms, Long Short-Term Memory (LSTM), a type of recurrent neural network (RNN), has gained significant attention for its ability to model long-term dependencies
Copyright
Copyright © 2025 amalksbxiksks JaRhsinarP.MD.Rizwana. This is an open access article distributed under the Creative Commons Attribution License.
Paper ID:
IJPREMS50600023087
ISSN:
2321-9653
Publisher:
ijprems