Forecasting with Deep Learning: S&P 500 index

dc.contributor.authorKamalov, Firuz
dc.contributor.authorSmail, Linda
dc.contributor.authorGurrib, Ikhlaas
dc.date.accessioned2021-02-28T13:44:11Z
dc.date.available2021-02-28T13:44:11Z
dc.date.copyright©2020
dc.date.issued2020-12
dc.descriptionThis 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/ISCID51228.2020.00102en_US
dc.description.abstractStock 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 IEEEen_US
dc.identifier.citationKamalov, 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/ISCID51228.2020.00102en_US
dc.identifier.isbn978-172818446-3
dc.identifier.urihttps://doi.org/10.1109/ISCID51228.2020.00102
dc.identifier.urihttp://hdl.handle.net/20.500.12519/346
dc.language.isoenen_US
dc.publisherInstitute of Electrical and Electronics Engineers Inc.en_US
dc.relationAuthors 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.ispartofseries2020 13th International Symposium on Computational Intelligence and Design (ISCID);
dc.rightsPermission to reuse abstract has been secured from Institute of Electrical and Electronics Engineers Inc.
dc.rights.holderCopyright : ©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.
dc.rights.urihttps://www.ieee.org/publications/rights/rights-policies.html
dc.subjectConvolutional neuronsen_US
dc.subjectdeep learningen_US
dc.subjectSp 500 predictionen_US
dc.subjectTime-series forecastingen_US
dc.subjectElectronic tradingen_US
dc.subjectForecastingen_US
dc.subjectIntelligent computingen_US
dc.subjectNeural networksen_US
dc.subjectAccuracy rateen_US
dc.subjectLarge amountsen_US
dc.subjectNeural network modelen_US
dc.subjectStock predictionsen_US
dc.subjectStock price predictionen_US
dc.titleForecasting with Deep Learning: S&P 500 indexen_US
dc.typeConference Paperen_US

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