Financial forecasting improvement with LSTM-ARFIMA hybrid models and non-Gaussian distributions
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DOI: 10.1016/j.techfore.2024.123539
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; ; ; ; ; ; ;JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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