This study compares the results of two completely different models: statistical one (ARIMA) and deep learning one (LSTM) based on a chosen set of NASDAQ data. Both models are used to predict daily or monthly average prices of chosen companies listed on the NASDAQ stock exchange. Research shows which model performs better in terms of the chosen input data, parameters and number of features. The chosen models were compared using...

This paper continues the work by Wang et al. [17]. Its goal is to verify the robustness of the NGCF (Neural Graph Collaborative Filtering) technique by assessing its ability to generalize across different datasets. To achieve this, we first replicated the experiments conducted by Wang et al. [17] to ensure that their replication package is functional. We received sligthly better results for ndcg@20 and somewhat poorer results for...