Research on Forecasting and Risk Measurement of Internet Money Fund Returns Based on Error-Corrected 1DCNN-LSTM-SAM and VaR: Evidence From China
Author:
Affiliation:
1. College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao, China
Funder
National College Students’ Innovation and Entrepreneurship Training Program, China
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Subject
General Engineering,General Materials Science,General Computer Science,Electrical and Electronic Engineering
Link
http://xplorestaging.ieee.org/ielx7/6287639/10005208/10231332.pdf?arnumber=10231332
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1. Financial time series forecasting model based on CEEMDAN and LSTM
2. Temporal self-attention-based Conv-LSTM network for multivariate time series prediction
3. A Multi Parameter Forecasting for Stock Time Series Data Using LSTM and Deep Learning Model
4. Forecasting Day-Ahead Hourly Photovoltaic Power Generation Using Convolutional Self-Attention Based Long Short-Term Memory
5. On the forecasting of high‐frequency financial time series based on ARIMA model improved by deep learning
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