ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting
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More about this item
Keywords
Finance; machine learning; deep learning; stock market;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- 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
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-12-04 (Big Data)
- NEP-ETS-2023-12-04 (Econometric Time Series)
- NEP-FMK-2023-12-04 (Financial Markets)
- NEP-FOR-2023-12-04 (Forecasting)
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