A Hybrid Prediction Model Integrating GARCH Models With a Distribution Manipulation Strategy Based on LSTM Networks for Stock Market Volatility.
Eunho KooGeonwoo KimPublished in: IEEE Access (2022)
Keyphrases
- garch model
- prediction model
- stock market
- regression model
- heavy tailed
- short term
- stock price
- chinese stock market
- financial time series
- stock index futures
- financial data
- stock exchange
- trading rules
- sar images
- bp neural network
- financial markets
- neural network
- long term
- probability distribution
- investment strategies
- stock returns
- forecasting model
- ls svm
- wavelet transform
- stock trading