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dc.contributor.author신경식-
dc.date.accessioned2018-11-15T16:30:14Z-
dc.date.available2018-11-15T16:30:14Z-
dc.date.issued2018-
dc.identifier.issn2071-1050-
dc.identifier.otherOAK-23564-
dc.identifier.urihttps://dspace.ewha.ac.kr/handle/2015.oak/246498-
dc.description.abstractWith recent advances in computing technology, massive amounts of data and information are being constantly accumulated. Especially in the field of finance, we have great opportunities to create useful insights by analyzing that information, because the financial market produces a tremendous amount of real-time data, including transaction records. Accordingly, this study intends to develop a novel stock market prediction model using the available financial data. We adopt deep learning technique because of its excellent learning ability from the massive dataset. In this study, we propose a hybrid approach integrating long short-term memory (LSTM) network and genetic algorithm (GA). Heretofore, trial and error based on heuristics is commonly used to estimate the time window size and architectural factors of LSTM network. This research investigates the temporal property of stock market data by suggesting a systematic method to determine the time window size and topology for the LSTM network using GA. To evaluate the proposed hybrid approach, we have chosen daily Korea Stock Price Index (KOSPI) data. The experimental result demonstrates that the hybrid model of LSTM network and GA outperforms the benchmark model.-
dc.languageEnglish-
dc.publisherMDPI-
dc.subjectlong short-term memory-
dc.subjectrecurrent neural network-
dc.subjectgenetic algorithm-
dc.subjectdeep learning-
dc.subjectstock market prediction-
dc.titleGenetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction-
dc.typeArticle-
dc.relation.issue10-
dc.relation.volume10-
dc.relation.indexSCIE-
dc.relation.indexSSCI-
dc.relation.indexSCOPUS-
dc.relation.journaltitleSUSTAINABILITY-
dc.identifier.doi10.3390/su10103765-
dc.identifier.wosidWOS:000448559400407-
dc.identifier.scopusid2-s2.0-85055111230-
dc.author.googleChung, Hyejung-
dc.author.googleShin, Kyung-shik-
dc.contributor.scopusid신경식(56927436200)-
dc.date.modifydate20210929163048-


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