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Volume 17
Issue 5
10.3390/jrfm17050200
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Article
Peer-Review Record

Encoder–Decoder Based LSTM and GRU Architectures for Stocks and Cryptocurrency Prediction

J. Risk Financial Manag. 2024, 17(5), 200; https://doi.org/10.3390/jrfm17050200
by Joy Dip Das 1,*,†, Ruppa K. Thulasiram 1,*,†, Christopher Henry 1,† and Aerambamoorthy Thavaneswaran 2
Reviewer 2: Anonymous
J. Risk Financial Manag. 2024, 17(5), 200; https://doi.org/10.3390/jrfm17050200
Submission received: 25 March 2024 / Revised: 6 May 2024 / Accepted: 6 May 2024 / Published: 12 May 2024
(This article belongs to the Special Issue Machine Learning Applications in Finance)

Round 1

Reviewer 1 Report

Comments and Suggestions for Authors

I believe that the paper addresses important topics that are applicable to a wide range of real-life scenarios. I would recommend the authors to consider the following potential improvements:

- it would be very nice to elaborate explicitly on the forecasting horizon and in particular if it is able to influence the importance of the results.

- as there are different error metrics included in the comparison, it would be beneficial for the readers to address which one is better suited for some standard use cases.

- with regard to hyperparameter optimization procedure, I think it would be nice to extend a bit the description on why a specific activation function is selected.

Author Response

Thank you for your comments and suggestions. We have addressed all the comments in the revised version. Kindly find the pdf file attached as a general response to your reviews.

Author Response File: Author Response.pdf

Reviewer 2 Report

Comments and Suggestions for Authors

Please refer to the attached pdf report.

Comments for author File: Comments.pdf

Comments on the Quality of English Language

Please refer to the attached pdf report.

Author Response

Thank you for your comments and suggestions. We have addressed all the comments in the revised version. Kindly find the pdf file attached as a general response to your reviews.

Author Response File: Author Response.pdf

Round 2

Reviewer 2 Report

Comments and Suggestions for Authors

The article has improved considerably and the authors have resolved my comments well. I have only a few remarks left, mainly expositional: 

1. There are some problems with references, which are sometimes repeated twice, e.g. Zhong and Enke Zhong and Enke (2017) (line 101). The authors should check this carefully throughout the paper.

2. Some exhibits would benefit from more comprehensive notes, which would make them easier to understand. Table 3 can serve as an example.

Author Response

Thank you for a very quick second review of the manuscript. We have addressed all the comments by the reviewers through highlighted texts. The responses to the reviews are also attached here as a pdf file.

Author Response File: Author Response.pdf

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