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Analyzing Stocks with Python - Machine Learning

Long Short-Term Memory

Long short-term memory (LSTM) is an artificial recurrent neural network (RNN) architecture used in the field of deep learning. Unlike standard feed forward neural networks, LSTM has feedback connections. It can not only process single data points (such as images), but also entire sequences of data (such as speech or video). — Wikipedia

LSTMs are widely used for sequence prediction problems and have proven to be extremely effective.The reason they work so well is because LSTM is able to store past information that is important, and forget the information that is not. -Stackabuse.com

Common Architecture of LSTM:

  1. Forget Gate
  2. Input Gate
  3. Output Gate