Open AccessA comparative research of portfolio return prediction based on the ARIMA and LSTM models
Author(s) -
Ziteng Liu
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v30i.2451
Subject(s) - autoregressive integrated moving average , portfolio , computer science , artificial intelligence , time series , econometrics , machine learning , portfolio optimization , rate of return on a portfolio , deep learning , expected return , term (time) , finance , economics , physics , quantum mechanics
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