LSTM based decision support system for swing trading in stock market
作者：
Highlights：
• The study focuses on swing trading forecasting problem.
• A Decision Support System for swing trading to accurately analyze and forecast future stock prices using LSTM model.
• An Analysis Report containing the predicted values of stock for 30 days and other technical indicators of the company.
• A novel Investment Success Score evaluated by DSS to help the swing traders in short term as well as long term.
• Root Mean Square Error and Mean Absolute Error values for NIFTY index values are 4.13 and 3.24 respectively.
摘要
•The study focuses on swing trading forecasting problem.•A Decision Support System for swing trading to accurately analyze and forecast future stock prices using LSTM model.•An Analysis Report containing the predicted values of stock for 30 days and other technical indicators of the company.•A novel Investment Success Score evaluated by DSS to help the swing traders in short term as well as long term.•Root Mean Square Error and Mean Absolute Error values for NIFTY index values are 4.13 and 3.24 respectively.
论文关键词：Stock prediction,Support,Resistance,Fibonacci retracement,Signal line analysis
论文评审过程：Received 20 June 2021, Revised 13 December 2021, Accepted 16 December 2021, Available online 24 December 2021, Version of Record 10 January 2022.
论文官网地址：https://doi.org/10.1016/j.knosys.2021.107994
