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Predicting Equity Price with Corporate Action Events Using LSTM-RNN

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Document pages: 6 pages

Abstract: Forecasting the stock price of a particular has been a difficult task for many analysts and researchers. In fact, investors are highly interested in the research area of stock price prediction. However, to improve the accuracy of forecasting a single stock price is a really challenging task; therefore in this paper, I propose a sequential learning model for prediction of a single stock price with corporate action event information and Macro-Economic indices using LTSM-RNN method. The results show that the proposed model is expected to be a promising method in the stock price prediction of a single stock with variables like corporate action and corporate publishing.

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