Stock market forecasting has been a challenging part for many analysts and researchers. Trend analysis, statistical techniques, and movement indicators have traditionally been used to predict stock price movements, but text extraction has emerged as a promising method in recent years. The use of neural networks, especially recurrent neural networks, is abundant in the literature. In most studies, the impact of different users was considered equal or ignored, whereas users can have other effects. In the current study, we will introduce TM-vector and then use this vector to train an IndRNN and ultimately model the market users' behaviour. In the proposed model, TM-vector is simultaneously trained with both the extracted Twitter features and market information. Various factors have been used for the effectiveness of the proposed forecasting approach, including the characteristics of each individual user, their impact on each other, and their impact on the market, to predict market direction more accurately. Dow Jones 30 index has been used in current work. The accuracy obtained for predicting daily stock changes of Apple is based on various models, closed to over 95\% and for the other stocks is significant. Our results indicate the effectiveness of TM-vector in predicting stock market direction.

This study compares sequential image classification methods based on recurrent neural networks. We describe methods based on recurrent neural networks such as Long-Short-Term memory(LSTM), bidirectional Long-Short-Term memory(BiLSTM) architectures, etc. We also review the state-of-the-art sequential image classification architectures. We mainly focus on LSTM, BiLSTM, temporal convolution network, and independent recurrent neural network architecture in the study. It is known that RNN lacks in learning long-term dependencies in the input sequence. We use a simple feature construction method using orthogonal Ramanujan periodic transform on the input sequence. Experiments demonstrate that if these features are given to LSTM or BiLSTM networks, the performance increases drastically. Our focus in this study is to increase the training accuracy simultaneously reducing the training time for the LSTM and BiLSTM architecture, but not on pushing the state-of-the-art results, so we use simple LSTM/BiLSTM architecture. We compare sequential input with the constructed feature as input to single layer LSTM and BiLSTM network for MNIST and CIFAR datasets. We observe that sequential input to the LSTM network with 128 hidden unit training for five epochs results in training accuracy of 33% whereas constructed features as input to the same LSTM network results in training accuracy of 90% with 1/3 lesser time.

We introduce a new neural network architecture, IGLOO, which aims at providing a representation for long sequences where RNNs fail to converge. The structure uses the relationships between random patches sliced out of the features space of some backbone 1 dimensional CNN to find a representation. This paper explains the implementation of the method and provides benchmark results commonly used for RNNs and compare IGLOO to other structures recently published. It is found that IGLOO can deal with sequences of up to 25,000 time steps. For shorter sequences it is also found to be effective and we find that it achieves the highest score in the literature for the permuted MNIST task. Benchmarks also show that IGLOO can run at the speed of the CuDNN optimised GRU or LSTM without being tied to any specific hardware.

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Recurrent neural networks (RNNs) have been widely used for processing sequential data. However, RNNs are commonly difficult to train due to the well-known gradient vanishing and exploding problems and hard to learn long-term patterns. Long short-term memory (LSTM) and gated recurrent unit (GRU) were developed to address these problems, but the use of hyperbolic tangent and the sigmoid action functions results in gradient decay over layers. Consequently, construction of an efficiently trainable deep network is challenging. In addition, all the neurons in an RNN layer are entangled together and their behaviour is hard to interpret.