Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets

Figure 1

GAN-FD architecture. The generator is founded on LSTM, which applies to predicting . The discriminator is based on CNN for the purpose of estimating the probability whether a sequence is real or being predicted . Conv. means convolutional layer, FC is an abbreviation for fully connected layer. The structure of and can be adjusted according to the specific application.