Research on Forecasting and Risk Measurement of Internet Money Fund Returns Based on Error-Corrected 1DCNN-LSTM-SAM and VaR: Evidence From China
The rapid development of Internet money funds (IMFs) may become the main development direction of money funds in the future. For the characteristics of IMFs return time series data with solid nonlinearity and poor smoothness, this study uses long and short-term memory (LSTM) neural network to predic...
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| Format: | Article |
| Language: | English |
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IEEE
2023-01-01
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| Series: | IEEE Access |
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| Online Access: | https://ieeexplore.ieee.org/document/10231332/ |