A hybrid deep learning framework to analyze fluctuations in stock prices using CNN, LSTM and LIME
Crossref DOI link: https://doi.org/10.1007/s41870-025-02925-y
Published Online: 2025-12-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kaul, Aanchal
Kaur, Rajinder
Text and Data Mining valid from 2025-12-01
Version of Record valid from 2025-12-01
Article History
Received: 22 June 2025
Accepted: 12 November 2025
First Online: 1 December 2025
Declarations
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: Not applicable.