부산대학교 도서관

The discipline of forecasting stock prices via Long Short-Term Memory Networks (LSTMs) has evolved into a carefully cultivated area of study, attracting the attention of knowledgeable academics and experienced industry experts. This is because the field has developed into a meticulously nurtured area. The exact prediction of market fluctuations has captivated clever investors, who must carefully deploy their assets, heightening the importance of this endeavour. Furthermore, the need for investors to carefully distribute their assets has emphasised the importance of this endeavour. To achieve the maximum level of financial expertise, it is crucial to develop the skill of precisely forecasting the intricate dynamics of the stock market. This research aims to develop a prediction framework utilising the capabilities of the Recurrent Neural Network (RNN) architecture, with a specific focus on the Long Short-Term Memory (LSTM) paradigm. This move shows a deliberate focus on LSTM’s inherent ability to analyse and navigate the challenges that may arise in predicting future stock prices. Our main focus is deciphering the complex factors that will influence the future movements of the stock price. We aim to uncover mysteries that have been kept hidden and offer deep insights. The main objective of this endeavour is to equip investors with the essential resources to facilitate informed decision-making, considering it a crucial aspect of its purpose. We aim to utilise LSTM capabilities to gain valuable insights that will enhance the decision-making process for stakeholders. We believe that striving for this objective will empower investors to rise above uncertainty, make astute decisions, and steer their financial futures with wisdom and precision.