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arXivEconometrics & Forecasting

Forecasting S&P 500 Using LSTM Models

The report finds that LSTM models are more effective than ARIMA models in predicting the S&P 500 index due to their ability to handle volatile financial data.

Featured in No. 84 on 5 Feb 2025 · 7 days after release · 11 citations today

Released
29 Jan 2025
First featured
No. 84 · 5 Feb 2025
Citations (Semantic Scholar)
11
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
12
Identifier
doi:10.5281/zenodo.14759118

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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