M. Poornima

A Novel Stochastic–Deep Learning Hybrid: GRU with GBM for Financial Forecasting

Financial time series are nonlinear, stochastic, and volatile which makes it a complicated task to accurately predict such data. The paper is a comparative study of the Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) models in predicting complex financial time-series data, which has been augmented with the...