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  • Search: subject:"LSTM"
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Year of publication
Subject
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LSTM 198 Forecasting model 193 Prognoseverfahren 193 Theorie 128 Theory 128 Artificial intelligence 110 Künstliche Intelligenz 110 Neural networks 86 Neuronale Netze 86 Börsenkurs 62 Share price 62 Time series analysis 61 Zeitreihenanalyse 61 Volatility 39 Volatilität 39 deep learning 38 Forecast 37 Prognose 37 Learning process 32 Lernprozess 32 Stock market 31 Aktienmarkt 30 Deep learning 30 Portfolio selection 27 Portfolio-Management 27 ARCH model 26 ARCH-Modell 26 machine learning 25 Capital income 24 Kapitaleinkommen 24 Machine learning 24 Virtual currency 21 Virtuelle Währung 21 ARIMA 18 Aktienindex 17 CNN 17 Stock index 17 Anlageverhalten 16 Behavioural finance 16 Algorithm 15
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Online availability
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Undetermined 177 Free 149 CC license 60
Type of publication
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Article 293 Book / Working Paper 35 Other 1
Type of publication (narrower categories)
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Article in journal 250 Aufsatz in Zeitschrift 250 Graue Literatur 29 Non-commercial literature 29 Working Paper 29 Arbeitspapier 26 Article 24 Aufsatz im Buch 8 Book section 8 research-article 8 Amtliche Publikation 3 Aufsatzsammlung 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 324 German 2 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 Nsengiyumva, Elysee 3 Pelizzon, Loriana 3 Ruranga, Charles 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 Theeb, Nader 2 Al-Qaydeh, Naser 2 Al-Soud, Anas 2 AlKhatib, Khalid 2 Alkhazaleh, Hamzah Ali 2 Almosova, Anna 2 Anderson, Heather 2 Andresen, Niek 2 Bal, Debi Prasad 2 Bashchenko, Oksana 2 BenMabrouk, Houda 2 Bruneckienė, Jurgita 2 Cao, Guangxi 2 Celik, Busra Agan 2 Celik, Serdar 2 Cha, Junhee 2 Chakraborty, Ishita 2 Chan-Lau, Jorge A. 2 Chen, Junwei 2 Chen, Shun 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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Computational economics 18 Journal of forecasting 17 International journal of production research 11 Finance research letters 8 International Journal of Financial Studies : open access journal 8 Working papers 7 Data Technologies and Applications 5 Electronic commerce research 5 Operations research forum 5 Digital finance : smart data analytics, investment innovation, and financial technology 4 Intelligent systems in accounting, finance & management 4 International journal of networking and virtual organisations : IJNVO 4 International review of economics & finance : IREF 4 International review of financial analysis 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 Risks : open access journal 4 Applied economics 3 Energy economics 3 European research studies journal : ERSJ 3 Future business journal 3 International journal of forecasting 3 Journal of information & knowledge management : JIKM 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 Business systems research : a system view accross technology & economics : the journal of Society for Advancing Innovation and Research in Economy 2 Computational management science 2 Data science and management : DSM 2 Economies 2 Economies : open access journal 2 Energy strategy reviews 2 Financial innovation : FIN 2 Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy 2 IEEE transactions on engineering management : EM 2 IEEE transactions on engineering management : EM ; a publication of the IEEE Engineering Management Society 2 International Journal of Energy Economics and Policy : IJEEP 2
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Source
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ECONIS (ZBW) 287 EconStor 28 Other ZBW resources 11 RePEc 2 BASE 1
Showing 1 - 10 of 329
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Shock propagation in LSTM multivariate time series systems
Chan-Lau, Jorge A.; Quach, Toan Long - 2025
Persistent link: https://www.econbiz.de/10015448581
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Unveiling market dynamics : a machine and deep learning approach to Egyptian stock prediction
Eldesouky Fattoh, Ibrahim; El Maghawry Ibrahim, Marwa; … - In: Future business journal 11 (2025) 1, pp. 1-12
study methods such as Random Forest, Linear Regression, LSTM, and Bi-LSTM which were employed and evaluated using … performance metrics including Mean Squared Error (MSE), Mean Absolute Error (MAE), and R-Squared. Among these, the Bi-LSTM model …
Persistent link: https://www.econbiz.de/10015614455
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Prediction of volatility using monetary rate and GARCH-LSTM hybrid model
Ranjan, Jyoti; Anirvinna, C. - In: Intelligent systems in accounting, finance & management 32 (2025) 3, pp. 1-13
Persistent link: https://www.econbiz.de/10015455157
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Enhancing predictive performance of LSTM-attention models for investment risk forecasting
Ladhari, Amina; Boubaker, Heni - In: Risks : open access journal 14 (2026) 1, pp. 1-31
, we propose a hybrid ANN-LSTM deep learning model optimized with cross-entropy, fuzzy logic, and an attention mechanism to … the feature extraction strength of ANN with the temporal learning of LSTM, while cross-entropy improves convergence, fuzzy …
Persistent link: https://www.econbiz.de/10015611300
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Online force prediction by neural networks in single point incremental hole flanging operations
Besong, Lemopi Isidore; Buhl, Johannes; Bambach, Markus - In: Journal of Intelligent Manufacturing 37 (2024) 1, pp. 31-43
-term memory (LSTM), and a hybrid CNN-LSTM neural network in predicting real-time forces. The experimental forces predicted by the …
Persistent link: https://www.econbiz.de/10015605237
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Deep hybrid CNN-LSTM-GRU model for a financial risk early warning system
Muhammad Ali Chohan; Li, Teng; Abrar, Mohammad; … - In: Risks : open access journal 14 (2026) 1, pp. 1-20
(CNNs), Long Short-Term Memory (LSTM), and Gated Recurrent Units (GRUs) to enhance the accuracy and robustness of financial … against standalone CNN, LSTM, and GRU architectures. Experimental results show that the hybrid CNN-LSTM-GRU model achieves … demonstrates faster convergence than LSTM and improved class balance compared to CNN and GRU, reducing false negatives for high …
Persistent link: https://www.econbiz.de/10015611314
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Comparing the estimation of value at risk and expected shortfall with LSTM and EGARCH family members
Li, Shujie - 2026
Persistent link: https://www.econbiz.de/10015627081
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Forecasting stock market behavior in BRICS economies using artificial neural machine learning models
Panigrahi, Shrikant; Kukreja, Gagan; Kumaraswamy, Sumathi - In: Journal of business and socio-economic development 6 (2026) 1, pp. 70-89
prices and analyzing returns. Design/methodology/approach - The research applies long short-term memory (LSTM) neural … (RMSE), mean absolute error (MAE) and mean absolute percentage error (MAPE). Findings - LSTM model results produced positive … investors seeking data-driven forecasting in emerging markets should prioritize markets like India and China, where LSTM shows …
Persistent link: https://www.econbiz.de/10015592502
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Interpretable deep learning for REIT return forecasting : a comparative study of LSTM, TVP-VAR proxy, and SHAP-based explanations
Eddy Suprihadi; Danila, Nevi; Ali, Zaiton; Ananta, Gede … - In: International Journal of Financial Studies : open … 14 (2026) 3, pp. 1-33
performance of Long Short-Term Memory (LSTM) neural networks relative to a TVP-VAR proxy implemented as an expanding window VAR … that the baseline LSTM model delivers modest but more stable error-based performance than the TVP-VAR proxy, with … LSTM forecasts. The attribution analysis highlights recent REIT returns, global equity indicators-particularly the Hang …
Persistent link: https://www.econbiz.de/10015644257
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Which uncertainty measure better predicts gold prices? : new evidence from a CNN-LSTM approach
You, Wan-hai; Chen, Jianyong; Xie, Haoqi; Ren, Ying-hua - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-15
. This study proposes a novel CNN-LSTM neural network that can extract potential features from sample data to effectively … conventionally used for prediction. In addition, the proposed model is evaluated against SVR and two different LSTM models. The … predictive accuracy of the model. The CNN-LSTM model, with the inclusion of EPU, IDEMV, and both, achieves a high prediction …
Persistent link: https://www.econbiz.de/10015372600
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