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Forecasting with Deep Learning: S&P 500 index

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dc.contributor.author Kamalov, Firuz
dc.contributor.author Smail, Linda
dc.contributor.author Gurrib, Ikhlaas
dc.date.accessioned 2021-02-28T13:44:11Z
dc.date.available 2021-02-28T13:44:11Z
dc.date.copyright ©2020
dc.date.issued 2020-12
dc.identifier.citation Kamalov, F., Smail, L., & Gurrib, I. (2020, December). Forecasting with Deep Learning: S&P 500 index. In 2020 13th International Symposium on Computational Intelligence and Design (ISCID) (pp. 422-425). IEEE. https://doi.org/10.1109/ISCID51228.2020.00102 en_US
dc.identifier.isbn 978-172818446-3
dc.identifier.uri https://doi.org/10.1109/ISCID51228.2020.00102
dc.identifier.uri http://hdl.handle.net/20.500.12519/346
dc.description This conference paper is not available at CUD collection. The version of scholarly record of this conference paper is published in 2020 13th International Symposium on Computational Intelligence and Design (ISCID) (2020), available online at: https://doi.org/10.1109/ISCID51228.2020.00102 en_US
dc.description.abstract Stock price prediction has been the focus of a large amount of research but an acceptable solution has so far escaped academics. Recent advances in deep learning have motivated researchers to apply neural networks to stock prediction. In this paper, we propose a convolution-based neural network model for predicting the future value of the S&P 500 index. The proposed model is capable of predicting the next-day direction of the index based on the previous values of the index. Experiments show that our model outperforms a number of benchmarks achieving an accuracy rate of over 55%. ©2020 IEEE en_US
dc.language.iso en en_US
dc.publisher Institute of Electrical and Electronics Engineers Inc. en_US
dc.relation Authors Affiliations : Kamalov, F., Department of Electrical Engineering, Canadian University Dubai, Dubai, United Arab Emirates; Smail, L., College of Natural and Health Sciences, Zayed University, Dubai, United Arab Emirates; Gurrib, I., Department of Accounting and Finance, Canadian University Dubai, Dubai, United Arab Emirates
dc.relation.ispartofseries 2020 13th International Symposium on Computational Intelligence and Design (ISCID);
dc.rights Permission to reuse abstract has been secured from Institute of Electrical and Electronics Engineers Inc.
dc.rights.uri https://www.ieee.org/publications/rights/rights-policies.html
dc.subject Convolutional neurons en_US
dc.subject deep learning en_US
dc.subject Sp 500 prediction en_US
dc.subject Time-series forecasting en_US
dc.subject Electronic trading en_US
dc.subject Forecasting en_US
dc.subject Intelligent computing en_US
dc.subject Neural networks en_US
dc.subject Accuracy rate en_US
dc.subject Large amounts en_US
dc.subject Neural network model en_US
dc.subject Stock predictions en_US
dc.subject Stock price prediction en_US
dc.title Forecasting with Deep Learning: S&P 500 index en_US
dc.type Conference Paper en_US
dc.rights.holder Copyright : ©2020 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.


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