Predicting Stock Trends Based on Expert Recommendations Using GRU/LSTM Neural Networks

Przemysław Buczkowski

2017 W: Foundations of Intelligent Systems 23rd International Symposium, ISMIS 2017, Warsaw, Poland, June 26-29, 2017, Proceedings / Marzena Kryszkiewicz, Annalisa Appice, Dominik Ślęzak, Henryk Rybinski, Andrzej Skowron, Zbigniew W. Raś; Cham: Springer, s. 708-717

International Symposium on Methodologies for Intelligent Systems - Foundations of Intelligent Systems. Warszawa , 2017-06-26 - 2017-06-29

Predicting the future value of the stock is very difficult task, mostly because of a number of variables that need to be taken into account. This paper tackles problem of stock market predicting feasibility, especially when predictions are based only on a subset of available information, namely: financial experts’ recommendations. Analysis was based on data and results from ISMIS 2017 Data Mining Competition. An original method was proposed and evaluated. Participants managed to perform substantially better than random guessing, but no participant outperformed baseline solution.