Comparing the performance of the Auto-Regressive Integrated Moving Average (ARIMA) method with that of the Recursive Neural Network (RNN) of long-short term memory (LSTM) in forecasting stock price

2024/12/24 by Taieby sani, Ehsan, Ameri, Hossein
#Abnormalities #Heteroscedasticity #Patterns #Price gaps

paper · doi:10.71716/amfa.2024.22021698

Abstract

Advances in Mathematical Finance and Applications,9(2),448

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