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@article{ART002987876},
author={Sumin Nam and Jieun Kim and Zoon-Ky Lee},
title={Time-Invariant Stock Movement Prediction After Golden Cross Using LSTM},
journal={Journal of The Korea Society of Computer and Information},
issn={1598-849X},
year={2023},
volume={28},
number={8},
pages={59-66},
doi={10.9708/jksci.2023.28.08.059}

TY - JOUR
AU - Sumin Nam
AU - Jieun Kim
AU - Zoon-Ky Lee
TI - Time-Invariant Stock Movement Prediction After Golden Cross Using LSTM
JO - Journal of The Korea Society of Computer and Information
PY - 2023
VL - 28
IS - 8
PB - The Korean Society Of Computer And Information
SP - 59
EP - 66
SN - 1598-849X
AB - The Golden Cross is commonly seen as a buy signal in financial markets, but its reliability for predicting stock price movements is limited due to market volatility. This paper introduces a time-invariant approach that considers the Golden Cross as a singular event. Utilizing LSTM neural networks, we forecast significant stock price changes following a Golden Cross occurrence. By comparing our approach with traditional time series analysis and using a confusion matrix for classification, we demonstrate its effectiveness in predicting post-event stock price trends. To conclude, this study proposes a model with a precision of 83%. By utilizing the model, investors can alleviate potential losses, rather than making buy decisions under all circumstances following a Golden Cross event.
KW - golden-cross;technical analysis;time-invariant;LSTM;stock price volatility
DO - 10.9708/jksci.2023.28.08.059
ER -

Sumin Nam, Jieun Kim and Zoon-Ky Lee. (2023). Time-Invariant Stock Movement Prediction After Golden Cross Using LSTM. Journal of The Korea Society of Computer and Information, 28(8), 59-66.

Sumin Nam, Jieun Kim and Zoon-Ky Lee. 2023, "Time-Invariant Stock Movement Prediction After Golden Cross Using LSTM", Journal of The Korea Society of Computer and Information, vol.28, no.8 pp.59-66. Available from: doi:10.9708/jksci.2023.28.08.059

Sumin Nam, Jieun Kim, Zoon-Ky Lee "Time-Invariant Stock Movement Prediction After Golden Cross Using LSTM" Journal of The Korea Society of Computer and Information 28.8 pp.59-66 (2023) : 59.

Sumin Nam, Jieun Kim, Zoon-Ky Lee. Time-Invariant Stock Movement Prediction After Golden Cross Using LSTM. 2023; 28(8), 59-66. Available from: doi:10.9708/jksci.2023.28.08.059

Sumin Nam, Jieun Kim and Zoon-Ky Lee. "Time-Invariant Stock Movement Prediction After Golden Cross Using LSTM" Journal of The Korea Society of Computer and Information 28, no.8 (2023) : 59-66.doi: 10.9708/jksci.2023.28.08.059

Sumin Nam; Jieun Kim; Zoon-Ky Lee. Time-Invariant Stock Movement Prediction After Golden Cross Using LSTM. Journal of The Korea Society of Computer and Information, 28(8), 59-66. doi: 10.9708/jksci.2023.28.08.059

Sumin Nam; Jieun Kim; Zoon-Ky Lee. Time-Invariant Stock Movement Prediction After Golden Cross Using LSTM. Journal of The Korea Society of Computer and Information. 2023; 28(8) 59-66. doi: 10.9708/jksci.2023.28.08.059

Sumin Nam, Jieun Kim, Zoon-Ky Lee. Time-Invariant Stock Movement Prediction After Golden Cross Using LSTM. 2023; 28(8), 59-66. Available from: doi:10.9708/jksci.2023.28.08.059

Sumin Nam, Jieun Kim and Zoon-Ky Lee. "Time-Invariant Stock Movement Prediction After Golden Cross Using LSTM" Journal of The Korea Society of Computer and Information 28, no.8 (2023) : 59-66.doi: 10.9708/jksci.2023.28.08.059