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Construction of Confidence Interval for a Univariate Stock Price Signal Predicted Through Long Short Term Memory Network
In this paper, we show an innovative way to construct bootstrap confidence interval of a signal estimated based on a univariate LSTM model. We take three different types of bootstrap methods for dependent set up. We prescribe some useful suggestions to select the optimal block length while performin...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7373837/ http://dx.doi.org/10.1007/s40745-020-00307-8 |