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  • Search: subject:"LSTM"
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Year of publication
Subject
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LSTM 158 Forecasting model 147 Prognoseverfahren 147 Theorie 99 Theory 99 Artificial intelligence 84 Künstliche Intelligenz 84 Neural networks 77 Neuronale Netze 77 Börsenkurs 45 Share price 45 Time series analysis 41 Zeitreihenanalyse 41 Volatility 33 Volatilität 33 deep learning 33 Forecast 27 Learning process 27 Lernprozess 27 Prognose 27 Deep learning 26 Stock market 24 Aktienmarkt 23 Portfolio selection 22 Portfolio-Management 22 ARCH model 19 ARCH-Modell 19 Capital income 19 Kapitaleinkommen 19 machine learning 19 Machine learning 18 Virtual currency 17 Virtuelle Währung 17 CNN 15 ARIMA 13 Algorithm 13 Algorithmus 13 Anlageverhalten 13 Behavioural finance 13 forecasting 13
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Online availability
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Undetermined 146 Free 110 CC license 40
Type of publication
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Article 226 Book / Working Paper 31 Other 1
Type of publication (narrower categories)
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Article in journal 191 Aufsatz in Zeitschrift 191 Graue Literatur 26 Non-commercial literature 26 Working Paper 25 Arbeitspapier 23 Article 17 research-article 8 Aufsatz im Buch 7 Book section 7 Amtliche Publikation 3 Aufsatzsammlung 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 254 German 1 Portuguese 1 Spanish 1 Undetermined 1
Author
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Ślepaczuk, Robert 6 Anese, Gianluca 3 Carbó, José Manuel 3 Corazza, Marco 3 Costola, Michele 3 Coussement, Kristof 3 Fischer, Thomas 3 Gorjón, Sergio 3 Hopp, Daniel 3 Krauss, Christopher 3 Pelizzon, Loriana 3 Song, Yuping 3 Yao, Haixiang 3 Abdi, Farshid 2 Abolmakarem, Shaghayegh 2 Abualigah, Laith Mohammad Qasim 2 Agrawal, Anshul 2 Akgün, Melek 2 Al-Soud, Anas 2 AlKhatib, Khalid 2 Alkhazaleh, Hamzah Ali 2 Almosova, Anna 2 Anderson, Heather 2 Andresen, Niek 2 Bashchenko, Oksana 2 Chakraborty, Ishita 2 Chen, Junwei 2 Chen, Shun 2 Chew, Ek Peng 2 Chlebus, Marcin 2 De Bock, Koen W. 2 De Caigny, Arno 2 Didehkhani, Hosein 2 Drechsler, Rolf 2 Duan, Kun 2 Fiore, Ugo 2 Fu, Hao 2 Ge, Lei 2 Goldstein, Edvinas 2 Handmann, Uwe 2
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 1
Published in...
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Journal of forecasting 16 International journal of production research 10 Finance research letters 7 Working papers 7 Computational economics 6 Data Technologies and Applications 5 Operations research forum 5 Electronic commerce research 4 International Journal of Financial Studies : open access journal 4 Journal of Risk and Financial Management 4 Journal of open innovation : technology, market, and complexity 4 Journal of risk and financial management : JRFM 4 Decision analytics journal 3 Digital finance : smart data analytics, investment innovation, and financial technology 3 Energy economics 3 European research studies 3 Intelligent systems in accounting, finance & management 3 International journal of forecasting 3 International journal of networking and virtual organisations : IJNVO 3 International review of economics & finance : IREF 3 International review of financial analysis 3 Research paper series / Swiss Finance Institute 3 The North American journal of economics and finance : a journal of financial economics studies 3 UNCTAD research paper 3 Annals of Operations Research 2 Applied economics letters 2 Computational management science 2 Data science and management : DSM 2 Economies : open access journal 2 Energy strategy reviews 2 IEEE transactions on engineering management : EM 2 International journal of business information systems : IJBIS 2 International journal of intelligent enterprise 2 Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022 2 Journal of international commerce, economics and policy 2 Logistics 2 Quantitative finance 2 Risks : open access journal 2 Swiss Finance Institute Research Paper 2 The Journal of finance and data science : JFDS 2
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Source
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ECONIS (ZBW) 224 EconStor 20 Other ZBW resources 11 RePEc 2 BASE 1
Showing 11 - 20 of 258
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A deep learning classification model for Persian Hafez poetry based on the poet’s era
Ruma, Jannatul Ferdous; Akter, Sharmin; Laboni, Jesrin Jahan - In: Decision analytics journal 4 (2022), pp. 1-16
highest accuracy when we used the Distributed Memory model for document embedding and Long Short-Term Memory (LSTM) model for … Bidirectional Long Short-Term Memory (Bi-LSTM) and Gated Recurrent Units (GRU) models. …
Persistent link: https://www.econbiz.de/10013448568
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A new stock price forecasting method using active deep learning approach
AlKhatib, Khalid; Khazaleh, Huthaifa; Alkhazaleh, Hamzah Ali - In: Journal of open innovation : technology, market, and … 8 (2022) 2, pp. 1-23
the loss result is also considered. Finally, the study included six deep learning models, MLP, GRU, LSTM, Bi-LSTM, CNN …, and CNN-LSTM, to predict the adjusted closing price of the stocks. The six variables used (High, Low, Open, Volume, HiLo … the original feature set. The results show that LSTM-based models improved using the new approach, even though all models …
Persistent link: https://www.econbiz.de/10013266369
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AI-based pairs trading strategies: A novel approach to stock selection
Jung, Nak Hyun; Oh, Tae Yeon; Kim, Kang Hee - In: Global Business & Finance Review (GBFR) 29 (2024) 7, pp. 1-15
-Term Memory (LSTM), and Gated Recurrent Units (GRU), are utilized to assess the similarity between stocks, which is crucial in the … utilizing LSTM models demonstrated the highest performance, achieving an approximate cumulative return of 51.25353%. This …
Persistent link: https://www.econbiz.de/10015098888
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Neural networks and ARMA-GARCH models for foreign exchange risk measurement and assessment
Nsengiyumva, Elysee; Mung'atu, Joseph K.; Kayijuka, Idrissa - In: Cogent economics & finance 12 (2024) 1, pp. 1-15
Rwanda. Specifically, the study employed the long-short-term memory (LSTM) model, a type of recurrent neural network, to …-GARCH models. Notably, the LSTM model yielded lower root mean square error values compared to the ARMA-GARCH models, demonstrating …, specifically Long Short-Term Memory (LSTM), and ARMA-GARCH models. By focusing on five significant currencies traded in the Rwandan …
Persistent link: https://www.econbiz.de/10015193557
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Technical indicator empowered intelligent strategies to predict stock trading signals
Saud, Arjun Singh; Shakya, Subarna - In: Journal of open innovation : technology, market, and … 10 (2024) 4, pp. 1-16
strategies using MACD, DMI, and KST indicators, and implemented these strategies with LSTM and GRU networks due to their ability … implemented with GRU networks demonstrated superior performance compared to those implemented with LSTM. (3) The intelligent …
Persistent link: https://www.econbiz.de/10015184932
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A new approach to forecasting Islamic and conventional oil and gas stock prices
Asl, Mahdi Ghaemi; Adekoya, Oluwasegun B.; Rashidi, … - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10015202747
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Deep learning for quadratic hedging in incomplete jump market
Agram, Nacira; Øksendal, Bernt K.; Rems, Jan - In: Digital finance : smart data analytics, investment … 6 (2024) 3, pp. 463-499
Persistent link: https://www.econbiz.de/10015078228
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Market resilience in turbulent times : a proactive approach to predicting stock market responses during geopolitical tensions
Maddodi, Srivatsa; Kunte, Srinivasa Rao - In: Journal of capital markets studies 8 (2024) 2, pp. 173-194
Purpose - The Indian stock market can be tricky when there's trouble in the world, like wars or big conflicts. It's like trying to read a secret message. We want to figure out what makes investors nervous or happy, because their feelings often affect how they buy and sell stocks. We're building...
Persistent link: https://www.econbiz.de/10015132811
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Market resilience in turbulent times: A proactive approach to predicting stock market responses during geopolitical tensions
Maddodi, Srivatsa; Kunte, Srinivasa Rao - In: Journal of Capital Markets Studies (JCMS) 8 (2024) 2, pp. 173-194
Purpose - The Indian stock market can be tricky when there's trouble in the world, like wars or big conflicts. It's like trying to read a secret message. We want to figure out what makes investors nervous or happy, because their feelings often affect how they buy and sell stocks. We're building...
Persistent link: https://www.econbiz.de/10015327865
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LSTM-based coherent mortality forecasting for developing countries
Garrido, José; Shang, Yuxiang; Xu, Ran - In: Risks : open access journal 12 (2024) 2, pp. 1-24
This paper studies a long short-term memory (LSTM)-based coherent mortality forecasting method for developing countries … deep neural network model with LSTM architecture to project the life expectancy and lifespan disparity difference, which … countries and three developing regions. The empirical results show that this LSTM-based coherent forecasting method outperforms …
Persistent link: https://www.econbiz.de/10014497392
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