(See Alford, Jones, and Zmijewski (1992).) We use a firm's market equity at the end of December of year t - 1 to compute its book-to-market, leverage, and earnings-price ratios for t - 1, and we use its market equity for June of year t to measure its size. Thus, to be ...
Stock price prediction using LSTM, RNN and CNN-sliding window model. In Proceedings of the 2017 International Conference on Advances in Computing, Communications and Informatics (ICACCI), Udupi, India, 13–16 September 2017; pp. 1643–1647. 15. Sachdeva, A.; Jethwani, G.; Manjunath, C.;...
Forecasting the stock price has been considered as one of the most challenging tasks in the financial market owing to the complexity of multivariate time series attributes as well as the amount of involved financial data. Numerous studies have been carried out to enhance prediction accuracy such as...