Multi-Step Multidimensional Statistical Arbitrage Prediction Using PSO Deep-ConvLSTM: An Enhanced Approach for Forecasting Price Spreads by Sensen Tu, Panke Qin, Mingfu Zhu, Zeliang Zeng, Shenjie Cheng, Bo Ye

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An optimized LSTM network for improving arbitrage spread forecasting using ant colony cross-searching in the K-fold hyperparameter space by Zeliang Zeng, Panke Qin, Yue Zhang, Yongli Tang, Shenjie Cheng, Sensen Tu, Yongjie Ding, Zhenlun Gao, Yaxing Liu

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Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models. by Shenjie Cheng, Panke Qin, Baoyun Lu, Jinxia Yu, Yongli Tang, Zeliang Zeng, Sensen Tu, Haoran Qi, Bo Ye, Zhongqi Cai

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Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models by Shenjie Cheng, Panke Qin, Baoyun Lu, Jinxia Yu, Yongli Tang, Zeliang Zeng, Sensen Tu, Haoran Qi, Bo Ye, Zhongqi Cai

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Improving long short-term memory (LSTM) networks for arbitrage spread forecasting: integrating cuckoo and zebra algorithms in chaotic mapping space for enhanced accuracy by Mingfu Zhu, Yaxing Liu, Panke Qin, Yongjie Ding, Zhongqi Cai, Zhenlun Gao, Bo Ye, Haoran Qi, Shenjie Cheng, Zeliang Zeng

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