Deep Learning for Price Movement Prediction Using Convolutional Neural Network and Long Short-Term Memory

Table 5

Optimal parameters of CNN3D-DR + LSTM for different in S&P 500.

	Time steps in LSTM	Number of hidden neurons	Dropout rate
60/40	8	100	0.1
65/35	9	50	0.1
70/30	6	50	0.3
75/25	6	100	0.4
80/20	6	100	0.3