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A Study on Financial Time Series Forecasting Based on LSTM-GARCH Modeling

Year: 2024

Type: conference-paper

Source: IEEE International Conference on Electrical, Automation and Computer Engineering (ICEACE)

DOI: 10.1109/iceace63551.2024.10898253

Authors: Liu Yang, Qi Wu, Shenrui Liang, Sen Mu, Zilian Xue, Yixuan Yang

Institutions: Peking University, Nanjing University of Information Science and Technology, University of Macau, Northeastern University, The University of Sydney, University of International Business and Economics

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4408100859

FWCI: 2.19

Cites: 4

Cited by: 3

Related to: 10