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Volatility forecasts of stock index futures in China and the US–A hybrid LSTM approach
This paper is concerned with the unsolved issue of how to accurately predict the financial market volatility. We propose a novel volatility prediction method for stock index futures prediction based on LSTM, PCA, stock indices and relevant futures. Inspired by the recent advancement of deep learning...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9333249/ https://www.ncbi.nlm.nih.gov/pubmed/35901029 http://dx.doi.org/10.1371/journal.pone.0271595 |