Navigating the intricate landscape of financial markets requires adept
forecasting of stock price movements. This paper delves into the potential of
Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a
focus on discerning nuanced rise and fall patterns. Leveraging a dataset from
the New York Stock Exchange (NYSE), the study incorporates multiple features to
enhance LSTM's capacity in capturing complex patterns. Visualization of key
attributes, such as opening, closing, low, and high prices, aids in unraveling
subtle distinctions crucial for comprehensive market understanding. The
meticulously crafted LSTM input structure, inspired by established guidelines,
incorporates both price and volume attributes over a 25-day time step, enabling
the model to capture temporal intricacies. A comprehensive methodology,
including hyperparameter tuning with Grid Search, Early Stopping, and Callback
mechanisms, leads to a remarkable 53% improvement in predictive accuracy. The
study concludes with insights into model robustness, contributions to financial
forecasting literature, and a roadmap for real-time stock market prediction.
The amalgamation of LSTM networks, strategic hyperparameter tuning, and
informed feature selection presents a potent framework for advancing the
accuracy of stock price predictions, contributing substantively to financial
time series forecasting discourse.

利用 LSTM 网络预测股票动态，主要关注细微的涨跌模式，结合纽约证交所的数据集，改进 LSTM 模型以捕捉复杂的市场模式，进而提高股票价格预测的准确性。