MengZe Hong, Zhiyuan Chen 0007, Waleed Mahmoud Soliman, Kun Zhang. A Comparative Study of LSTM, LightGBM, and Autoregressive Model in Narrow-Based ETF Market Prediction with Multi-Ticker Models. In The 6th International Conference on Machine Learning and Machine Intelligence, MLMI 2023, Chongqing, China, October 27-29, 2023. pages 10-16, ACM, 2023. [doi]
Abstract is missing.