Comparative Analysis of ARIMA and lSTM Predictive Models: Evidence from Russian Stocks

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...

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Bibliographic Details
Main Authors:	A. V. Alzheev, R. A. Kochkarov
Format:	Article
Language:	Russian
Published:	Government of the Russian Federation, Financial University 2020-03-01
Series:	Финансы: теория и практика
Subjects:	arima lstm predictive models stocks analysis stock quote prediction algorithms
Online Access:	https://financetp.fa.ru/jour/article/view/950

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