Trend and Volatility Analysis of Shanghai Composite Index Returns Based on ARMA and LSTM Model
This paper takes the daily return rate of the Shanghai Composite Index as a sample to establish the ARMA-LSTM (Long Short-Term Memory) model for the Shanghai Composite Index. It compares the fitting effect of ARMA model on the volatility of the Shanghai Composite Index under different distribution a...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Tamkang University Press
2025-07-01
|
| Series: | Journal of Applied Science and Engineering |
| Subjects: | |
| Online Access: | http://jase.tku.edu.tw/articles/jase-202603-29-03-0010 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|