Stock Price Correlation Coefficient Prediction with ARIMA-LSTM Hybrid Model.
Hyeong Kyu ChoiPublished in: CoRR (2018)
Keyphrases
- hybrid model
- correlation coefficient
- stock price
- arima model
- root mean square error
- financial time series
- stock market
- stepwise regression
- forecasting accuracy
- artificial neural networks
- autoregressive integrated moving average
- stock exchange
- hybrid models
- stock price prediction
- non stationary
- short term
- exchange rate
- historical data
- financial data
- support vector machine svm
- support vector regression
- moving average
- financial markets
- principal components
- support vector machine
- chinese stock market
- root mean squared error
- news articles
- chi square
- investment strategies
- recurrent neural networks
- co occurrence
- image processing
- genetic algorithm
- machine learning