RNN-S&P500

Citation Author(s):
Xu
Chen
Submitted by:
Wenlin Li
Last updated:
Fri, 08/13/2021 - 11:08
DOI:
10.21227/w23n-3582
License:
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Abstract 

In this paper, the daily price data of constituents of the S&P 500 index, which dates from 2005 to 2021, are selected to train and test by the RNN model. 

Instructions: 

In this paper, the daily price data of constituents of the S&P 500 index, which dates from 2005 to 2021, are selected to train and test by the RNN model.