Fourier transform based LSTM stock prediction model under oil shocks
Xiaohang Ren, Weixi Xu, Kun Duan
| Year of publication: |
2022
|
|---|---|
| Authors: | Ren, Xiaohang ; Xu, Weixia ; Duan, Kun |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 6.2022, 2, p. 342-358
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| Subject: | Fourier transform | LSTM | stock prediction | oil shock | stock volatility | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Ölpreis | Oil price | Börsenkurs | Share price | Aktienmarkt | Stock market | Schock | Shock | Prognose | Forecast | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2022015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013498994