Comparative Analysis of ARIMA and lSTM Predictive Models: Evidence from Russian Stocks
The article aims to find the best time series predictive model, considering the minimization of errors and high accuracy of the prediction. The authors performed the comparative analysis of the most popular “traditional” econometric model ARIMA and the deep learning model LSTM (Long short-term memor...
| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Government of the Russian Federation, Financial University
2020-03-01
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| Series: | Финансы: теория и практика |
| Subjects: | |
| Online Access: | https://financetp.fa.ru/jour/article/view/950 |