ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module

Article ID	Journal	Published Year	Pages	File Type
6854721	Expert Systems with Applications	2018	51 Pages	PDF

Abstract

The contribution of this study is its applicability in various instances where it is challenging to artificially augment data, such as medical data analysis and financial time-series modeling.

Keywords

Data augmentation Overfitting Long short-term memory Stock market index Deep learning

Related Topics

Physical Sciences and Engineering Computer Science Artificial Intelligence

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ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module

Authors

Yujin Baek, Ha Young Kim,