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Korawat Phonyiam. Thailand stock index forecasting based on multiple data sources using RNN-LSTM Approach. (). King Mongkut's University of Technology North Bangkok. Central Library. : , .
Thailand stock index forecasting based on multiple data sources using RNN-LSTM Approach
Name: Pudsadee Boonrawd
Organization :
King Mongkuts University of Technology North Bangkok. Faculty of Information Technology and Digital Innovation
Email :
pudsadee.b@itd.kmutnb.ac.th
Name: Korawat Phonyiam
Organization :
National Electronics and Computer Technology Center. Data Science and Analytics Research Group
Email :
korawat.phonyiam@nectec.or.th
keyword:
Long short-term memory
LCSH:
Stock price indexes
-- Forecasting
Abstract:
Stock investment is an interesting option that has attracted
the attention of investors. This research presents Thailand
Stock Index Forecasting, a case study of the Stock Exchange of
Thailand (SET) applying Recurrent Neural Networks with Long
Short-Term Memory (RNN-LTSM). The research used multiple
data sources 15 years of SET Market Data from 2006 to 2020
for stock forecasting divided into Training Set 80% and Test
Set 20%. Mean Square Error (MSE) was used for the evaluation
model. The results showed that RNN-LTSM Approach optimized
the models performance based on 5 stock asset companies used
in this research. Therefore, the proposed model can be used to
develop related forecasting or recommendation systems in the
future to help investors consider the risks of investment and
support investment decisions
King Mongkut's University of Technology North Bangkok. Central Library
Address:
BANGKOK
Email:
library@kmutnb.ac.th
Modified:
2023-01-19
Issued:
2023-01-19
บทความ/Article
application/pdf
BibliograpyCitation :
In King Mongkut's University of Technology North Bangkok. Science and Technology Research Institute. 2022 Research, Innovation, and Innovation Congress (RI2C 2022) (pp.199-204). Bangkok : Science and Technology Research Institute
eng
©copyrights King Mongkut's University of Technology North Bangkok
RightsAccess:
ใช้เวลา
0.033184 วินาที
Pudsadee Boonrawd
| Title | Contributor | Type |
|---|---|---|
| Thailand stock index forecasting based on multiple data sources using RNN-LSTM Approach
มหาวิทยาลัยเทคโนโลยีพระจอมเกล้าพระนครเหนือ Pudsadee Boonrawd;Korawat Phonyiam | บทความ/Article | |
| A real-time unmasked detection using SSD-MobileNetV2 on Edge device for the COVID-19 pandemic
มหาวิทยาลัยเทคโนโลยีพระจอมเกล้าพระนครเหนือ Choopol Phromsuthirak;Orawan Chunhapran;Maposee Hama;Pudsadee Boonrawd;Siranee Nuchitprasitchai | บทความ/Article |
Korawat Phonyiam
| Title | Contributor | Type |
|---|---|---|
| Thailand stock index forecasting based on multiple data sources using RNN-LSTM Approach
มหาวิทยาลัยเทคโนโลยีพระจอมเกล้าพระนครเหนือ Pudsadee Boonrawd;Korawat Phonyiam | บทความ/Article |