Financial series prediction using Attention LSTM

Understand

Financial time series prediction, especially with machine learning techniques, is an extensive field of study.

• In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial problems, with better prediction than machine learning methods.
• Moreover, many researchers have used deep learning methods to predict financial time series with various models in recent years.
• In this paper, we will compare various deep learning models, such as multilayer perceptron (MLP), one-dimensional convolutional neural networks (1D CNN), stacked long short-term memory (stacked LSTM), attention networks, and weighted attention networks for financial time series prediction.