Comparative multivariate forecast performance for the G7 stock markets: VECM models vs deep learning LSTM neural networks
The prediction of stock prices dynamics is a challenging task since these kind of financial datasets are characterized by irregular fluctuations, nonlinear patterns and high uncertainty dynamic changes. The deep neural network models, and in particular the LSTM algorithm, have been increasingly used...
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| Format: | conferenceObject |
| Language: | eng |
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2021
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| Online Access: | http://hdl.handle.net/10071/21846 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/21846 |