Forecasting Economics and Financial Time Series: ARIMA vs. LSTM.
Sima Siami-NaminiAkbar Siami NaminPublished in: CoRR (2018)
Keyphrases
- financial time series
- stock market
- financial time series forecasting
- short term
- financial data
- non stationary
- turning points
- exchange rate
- stock price
- stock exchange
- arima model
- long term
- recurrent neural networks
- artificial neural networks
- hybrid model
- moving average
- stock returns
- state space
- multivariate time series
- autoregressive integrated moving average
- neural network
- text mining
- forecasting model
- support vector
- feature selection