Forecasting Commodity Market Returns Volatility: A Hybrid Ensemble Learning GARCH-LSTM based Approach.
Kshitij KakadeAswini Kumar MishraKshitish GhateShivang GuptaPublished in: Intell. Syst. Account. Finance Manag. (2022)
Keyphrases
- ensemble learning
- garch model
- exchange rate
- stock market
- foreign exchange
- chinese stock market
- stock price
- financial time series
- ensemble methods
- generalization ability
- financial markets
- stock exchange
- short term
- financial data
- random forest
- multivariate time series
- mutual subspace method
- historical data
- base classifiers
- non stationary
- concept drift
- sar images
- recurrent neural networks
- ensemble classifier
- prediction accuracy
- unlabeled data
- machine learning
- prior knowledge
- artificial neural networks
- pattern recognition
- decision trees
- neural network
- data sets