Construction of an Ensemble Scheme for Stock Price Prediction Using Deep Learning Techniques

This study proposes a deep learning approach for stock price prediction by bridging the long short-term memory with gated recurrent unit. In its evaluation, the mean absolute error and mean square error were used. The model proposed is an extension of the study of Hossain et al. established in 2018 with an MSE of 0.00098 as its lowest error. The current proposed model is a mix of the bidirectional LSTM and bidirectional GRU resulting in...