Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory
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DOI: 10.1007/s10614-024-10627-z
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More about this item
Keywords
Long short-term memory; Sliding window; Vector autoregression model; Stock index price forecasting;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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