====== Recurrent Neural Networks for Financial Time-Series Modelling ======

  - https://cronfa.swan.ac.uk/Record/cronfa39477
  - https://eyun.baidu.com/s/3jJLL19G

The prediction of financial time series data is a
challenging task due to the unpredictable behaviours of investors
that are influenced by a multitude of factors. In this paper,
we present a novel deep Long Short-Term Memory (LSTM)
based time-series data modelling for use in stock market index
prediction. A dataset comprised of six market indices from
around the world were chosen to demonstrate the robustness
in varying market conditions with an aim to forecast the next
day closing price. With experimental results showing an average
annual profitability performance of up to 200%, our method
demonstrates its feasibility and significant results in time-series
modelling and prediction of financial markets.