Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions

arXiv — cs.LGWednesday, December 3, 2025 at 5:00:00 AM
  • A recent study has introduced a novel approach to stock market trading predictions by integrating Long Short-Term Memory (LSTM) networks with Random Forest and Gradient Boosting algorithms. This combination aims to enhance trading systems by utilizing both financial and microeconomic data, demonstrating statistically significant advantages over traditional methods.
  • The integration of LSTM networks with decision tree-based algorithms is significant as it potentially improves the accuracy of stock market predictions, offering traders and investors a more reliable tool for making informed decisions based on empirical data.
  • This development reflects ongoing advancements in machine learning and artificial intelligence, particularly in financial markets, where the challenge of predicting price movements remains complex. The interplay between technical and fundamental analysis continues to be a focal point, as evidenced by contrasting studies on the effectiveness of various predictive models in different trading contexts.
— via World Pulse Now AI Editorial System

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