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RePEcEconometrics & Forecasting

Hybrid Model for Index Futures Forecasting

A new hybrid model called WT-ARIMA-LSTM has been introduced for share price index futures forecasting, offering superior accuracy and robust performance in various market conditions.

Featured in No. 32 on 9 Jan 2024 · on release day

Released
9 Jan 2024
First featured
No. 32 · 9 Jan 2024
Published in
Not yet, as far as Semantic Scholar knows
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17
Identifier
RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001456

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

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