Browsing MSc.MF Theses and Dissertations (2019) by Author "Wanyonyi, Watua Peter"

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Application of long-short term memory Deep Neural Network in financial forecasting

Wanyonyi, Watua Peter (Strathmore University, 2019)

The goal of this research was to apply Long-Short Term Memory Deep Neural Networks in financial forecasting. In order to predict the financial data, we used long-short term model and we compared its performance to ARIMA-GARCH ...