LSTM-DGMDH: High-Dimensional Index Tracking Based on LSTM and Adaptive Deep Evolutionary GMDH Neural Network

LSTM-DGMDH: High-Dimensional Index Tracking Based on LSTM and Adaptive Deep Evolutionary GMDH Neural Network

Stock index is an indicator that describes the changes in the total price level of the stock market, and it is susceptible to many dynamic factors, with such characteristics as high dimension, uncertainty, non-linearity, time delay, complexity, etc., resulting in abnormal and missing values in stock...

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Bibliographic Details
Main Authors: He Tong, Yusheng Liu, Lin Liu, Ning Li, Sibao Chen, Lixiang Xu, Yuanyan Tang
Format: Article
Language:English
Published: IEEE 2023-01-01
Series:IEEE Access
Subjects:
LSTM
attention mechanism
GMDH neural network
tracking error external criterion
high-dimensional index tracking
Online Access:https://ieeexplore.ieee.org/document/10254533/

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