Forecasting Stock Price Index Volatility with LSTM Deep Neural Network-Reference-Cited by-同舟云学术

Forecasting Stock Price Index Volatility with LSTM Deep Neural Network

Published:2018 Issue: Volume: Page:265-272
ISSN:2198-7246
Container-title:Recent Developments in Data Science and Business Analytics
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Author:

Yu ShuiLing,Li Zhe

Publisher

Springer International Publishing

Link

http://link.springer.com/content/pdf/10.1007/978-3-319-72745-5_29

Reference14 articles.

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3. Tray, R. S. (2012). Analysis of financial time series. Bei Jing: Posts & Telecom Press.

4. Cheng Chang-Pin, Chen Qiang, Jinag Yong-Sheng. (2012). Stock price forecasting based on ARIMA-SVM combination model. Computer simulation, 06, 343–346.

5. Li, L. (2017). An empirical study on WTI index based on ARIMA-GARCH model. Value Engineering, 02, 38–39.

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