---
title: Forecasting S&P 500 Using LSTM Models
url: https://www.ml-quant.com/papers/doi/10-5281-zenodo-14759118/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: doi:10.5281/zenodo.14759118
source_url: http://dx.doi.org/10.5281/zenodo.14759118
featured: 2025-02-05
citations: 11
topic: Econometrics & 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.

- Source: http://dx.doi.org/10.5281/zenodo.14759118
- Identifier: doi:10.5281/zenodo.14759118
- Released: 2025-01-29
- First featured: Quant Letter No. 84 (2025-02-05): https://www.ml-quant.com/issues/2025-02-05/
- Citations (Semantic Scholar): 11
- Published in: not yet
- Topic: Econometrics & Forecasting

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