A CNN-LSTM-Based Model to Forecast Stock Prices

Table 2

Parameter setting of CNN-LSTM.

Parameters	Value
Convolution layer filters	32
Convolution layer kernel_size	1
Convolution layer activation function	tanh
Convolution layer padding	Same
Pooling layer pool_size	1
Pooling layer padding	Same
Pooling layer activation function	Relu
Number of hidden units in LSTM layer	64
LSTM layer activation function	tanh
Time_step	10
Batch_size	64
Learning rate	0.001
Optimizer	Adam
Loss function	mean_absolute_error
Epochs	100