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A Comparative Study of LSTM, LightGBM, and Autoregressive Model in Narrow-Based ETF Market Prediction with Multi-Ticker Models.

Mengze HongZhiyuan ChenWaleed Mahmoud SolimanKun Zhang
Published in: MLMI (2023)
Keyphrases
  • autoregressive model
  • autoregressive
  • probabilistic model
  • neural network