Construction of confidence interval for a univariate stock price signal predicted through Long Short Term Memory Network
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- Dharmaraja Selvamuthu & Vineet Kumar & Abhishek Mishra, 2019. "Indian stock market prediction using artificial neural networks on tick data," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-12, December.
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Cited by:
- H. T. Shehzad & M. A. Anwar & M. Razzaq, 2023. "A Comparative Predicting Stock Prices using Heston and Geometric Brownian Motion Models," Papers 2302.07796, arXiv.org.
- Aryan Bhambu & Arabin Kumar Dey, 2022. "Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network," Papers 2211.13915, arXiv.org.
- Jingyi Gu & Wenlu Du & Guiling Wang, 2024. "RAGIC: Risk-Aware Generative Adversarial Model for Stock Interval Construction," Papers 2402.10760, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2020-07-27 (Econometrics)
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