works. In this study, a new approach using LSTM networks stands out to be a promising method for projecting high technology …

memory. We employed LSTM (long short-term memory) recurrent neural networks and an XGBoost regressor on the data using those …

(LSTM) that was proven to be highly efficient for sequential data and computed univariate forecasts of monthly US CPI … inflation. We show that even though LSTM slightly outperforms autoregressive model (AR), NN, and Markov‐switching models, its …

based on the predictions of the employed LSTM and GRU ensemble models yields an annualized out-of-sample Sharpe ratio after …