# Investigation Into The Effectiveness Of Long Short Term Memory Networks For Stock Price Prediction

arXiv: https://arxiv.org/abs/1603.07893 · HTML: https://mlsanity.com/paper/1603.07893/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 25 Mar 2016.

## Built on by (most cited first, 2 of 2)

- [Ethereum Price Prediction Employing Large Language Models for Short-term and Few-shot Forecasting](https://mlsanity.com/paper/2503.23190/) (2025)
- [TM-vector: A Novel Forecasting Approach for Market stock movement with a Rich Representation of Twitter and Market data](https://mlsanity.com/paper/2304.02094/) (2023)

## Abstract (arXiv)

The effectiveness of long short term memory networks trained by backpropagation through time for stock price prediction is explored in this paper. A range of different architecture LSTM networks are constructed trained and tested.