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

Table 7

Optimal parameters of the proposed model in different stock indices when takes 80/20.

Stock index	Time steps in LSTM	Number of hidden neurons	Dropout rate
S&P 500	6	100	0.3
DJIA	10	50	0.1
NASDAQ	9	200	0.3
NYSE	6	50	0.1
RUSSELL	10	200	0.1