Improving Stock Closing Price Prediction Using Recurrent Neural Network and Technical Indicators.

This study focuses on predicting stock closing prices by using recurrent neural networks (RNNs). A long short-term memory (LSTM) model, a type of RNN coupled with stock basic trading data and technical indicators, is introduced as a novel method to predict the closing price of the stock market. We realize dimension reduction for the technical indicators by conducting principal component analysis (...