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    This document compares machine learning and deep learning algorithms for predicting stock market trends using continuous and binary data. It tests various algorithms including logistic regression, support vector machines, random forest, gradient boosting machines and long short-term memory networks on stock market data. The results show that deep learning algorithms like long short-term memory networks performed best, achieving over 80% accuracy on binary prediction of stock price movement.

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    This document compares machine learning and deep learning algorithms for predicting stock market trends using continuous and binary data. It tests various algorithms including logistic regression, support vector machines, random forest, gradient boosting machines and long short-term memory networks on stock market data. The results show that deep learning algorithms like long short-term memory networks performed best, achieving over 80% accuracy on binary prediction of stock price movement.

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    8 views1 page

    Ieee Reference

    Uploaded by

    droidftx pinokihi
    This document compares machine learning and deep learning algorithms for predicting stock market trends using continuous and binary data. It tests various algorithms including logistic regression, support vector machines, random forest, gradient boosting machines and long short-term memory networks on stock market data. The results show that deep learning algorithms like long short-term memory networks performed best, achieving over 80% accuracy on binary prediction of stock price movement.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
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    M. Nabipour, P. Nayyeri, H. Jabani, S. S. and A.

    Mosavi, "Predicting Stock Market


    Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and
    Binary Data; a Comparative Analysis," in IEEE Access, vol. 8, pp. 150199-150212,
    2020, doi: 10.1109/ACCESS.2020.3015966.

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