Work

Enhancing return forecasting using LSTM with agent-based synthetic data

Year: 2025

Type: article

Source: Decision Support Systems

DOI: 10.1016/j.dss.2025.114452

Authors: Lijian Wei, Sihang Chen, Junqin Lin, Lei Shi

Institutions: Sun Yat-sen University, Shantou University, Macquarie University

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funders: National Natural Science Foundation of China, Ministry of Education of the People's Republic of China, Natural Science Foundation of Guangdong Province, Special Project for Research and Development in Key areas of Guangdong Province

Awards: G11546554, G2076411090, G238207094, G3817002405, G6604937658

OpenAlex ID: W4409417384

FWCI: 7.152

Cites: 77

Cited by: 9

Related to: 10