Impact of COVID-19 on Forecasting Stock Prices: An Integration of Stationary Wavelet Transform and Bidirectional Long Short-Term Memory

<div>The architecture of an unfolded BDLSTM with three steps (<i>x</i>: input vector; <span class="nowrap"><svg height="17.979pt" id="M25" style="vertical-align:-1.419901pt" version="1.1" viewbox="-0.0498162 -16.5591 13.3532 17.979" width="13.3532pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.0091,0,0,-0.0091,.033,-10.635)"><path d="M588 236V289H72V236H588Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,4.221,-10.635)"><path d="M935 263C895 299 821 372 745 456L719 439L824 289H72V236H823L719 87L745 70C821 154 895 227 935 263Z"></path></g><g transform="matrix(.013,0,0,-0.013,3.26,1.214)"><path d="M499 88L487 113C459 86 422 65 413 65C403 65 403 74 409 98L461 318C487 426 460 448 431 448C408 448 383 441 352 424C305 398 223 344 157 257H155L243 674C249 702 249 712 240 712C227 712 170 680 87 673L82 648H117C155 648 162 644 150 590L23 -4L30 -12C55 -4 81 3 105 8C113 53 131 150 143 187C199 281 323 387 372 387C390 387 393 369 380 311L328 86C313 19 319 -12 347 -12C379 -12 442 24 499 88Z"></path></g></svg>:</span> hidden state for the positive direction; <span class="nowrap"><svg height="15.6668pt" id="M26" style="vertical-align:-0.2063999pt" version="1.1" viewbox="-0.0498162 -15.4604 10.678 15.6668" width="10.678pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,-9.239)"><path d="M885 230V280H158L260 427L238 442C164 361 93 290 53 255C93 220 164 149 238 68L260 83L158 230H885Z"></path></g><g transform="matrix(.013,0,0,-0.013,2.233,-9.239)"><path d="M567 230V280H69V230H567Z"></path></g><g transform="matrix(.013,0,0,-0.013,1.923,0)"><path d="M499 88L487 113C459 86 422 65 413 65C403 65 403 74 409 98L461 318C487 426 460 448 431 448C408 448 383 441 352 424C305 398 223 344 157 257H155L243 674C249 702 249 712 240 712C227 712 170 680 87 673L82 648H117C155 648 162 644 150 590L23 -4L30 -12C55 -4 81 3 105 8C113 53 131 150 143 187C199 281 323 387 372 387C390 387 393 369 380 311L328 86C313 19 319 -12 347 -12C379 -12 442 24 499 88Z"></path></g></svg>:</span> hidden state for the negative direction; <i>σ</i>: function used to combine two output sequences; <i>y</i>: output vector).</div>

Complexity

fig4

Figure 4

Figure 4: Impact of COVID-19 on Forecasting Stock Prices: An Integration of Stationary Wavelet Transform and Bidirectional Long Short-Term Memory 