Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models.
Ha Young KimChang Hyun WonPublished in: Expert Syst. Appl. (2018)
Keyphrases
- garch model
- hybrid model
- stock price
- stock market
- stock index
- exchange rate
- chinese stock market
- financial time series
- stock exchange
- forecasting accuracy
- hybrid models
- historical data
- technical indicators
- option pricing
- support vector regression
- short term
- trading systems
- stock trading
- arima model
- financial data
- multivariate time series
- financial markets
- foreign exchange
- artificial neural networks
- stock returns
- news articles
- image processing
- support vector machine svm
- pattern recognition
- stock data
- stock market data
- data sets
- stock price prediction
- investment strategies
- sar images
- recurrent neural networks
- high dimensional
- similarity measure
- information retrieval