{"id":35843,"date":"2024-11-01T09:43:11","date_gmt":"2024-11-01T09:43:11","guid":{"rendered":"http:\/\/atmokpo.com\/w\/?p=35843"},"modified":"2024-11-01T11:10:38","modified_gmt":"2024-11-01T11:10:38","slug":"machine-learning-and-deep-learning-algorithm-trading-stacked-lstm-stock-price-movement-and-return-prediction","status":"publish","type":"post","link":"https:\/\/atmokpo.com\/w\/35843\/","title":{"rendered":"Machine Learning and Deep Learning Algorithm Trading, Stacked LSTM Stock Price Movement and Return Prediction"},"content":{"rendered":"

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Trading in financial markets inherently requires complex data analysis and decision-making. In recent years, machine learning<\/strong> and deep learning<\/strong> technologies have brought innovations to financial data analysis. In this course, we will explore the methodology for predicting stock price movements and returns using stacked LSTM (Long Short-Term Memory)<\/strong> networks in detail.<\/p>\n

1. Basics of Machine Learning and Deep Learning<\/h2>\n

1.1 What is Machine Learning?<\/h3>\n

Machine learning is a set of algorithms that learn patterns from data and make predictions. Generally, it creates systems that can learn autonomously, focusing on building predictive models based on given data.<\/p>\n

1.2 What is Deep Learning?<\/h3>\n

Deep learning is a form of machine learning based on artificial neural networks. It excels in learning and processing complex patterns in data using a multi-layer neural network structure. It is particularly strong in handling high-dimensional data such as images, speech, and time series data.<\/p>\n

2. Stock Market Data<\/h2>\n

2.1 Characteristics of the Stock Market<\/h3>\n

The stock market is a complex system influenced by numerous factors. These include economic indicators, the financial state of companies, and political events, among others. Therefore, to analyze stock market data, various factors must be considered.<\/p>\n

2.2 Data Collection and Preprocessing<\/h3>\n

Stock price data can be collected from various sources. The commonly used data sources are:<\/p>\n