Multi-model Forecasting for Finance

This paper presents a novel approach for forecasting stock prices. Specifically, the approach consists of an ensemble of various deep learning models, namely “multi-model”. Each deep learning model produces its own forecast, then all the forecasts are combined into a unique one, according to different strategies and depending on different error metrics. The final forecasts provided by the multi-model have resulted in more reliable predictions than those provided by the individual deep learning models.