A Comparative Study of LSTM, LightGBM, and Autoregressive Model in Narrow-Based ETF Market Prediction with Multi-Ticker Models

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]

@inproceedings{Hong0SZ23,
  title = {A Comparative Study of LSTM, LightGBM, and Autoregressive Model in Narrow-Based ETF Market Prediction with Multi-Ticker Models},
  author = {MengZe Hong and Zhiyuan Chen 0007 and Waleed Mahmoud Soliman and Kun Zhang},
  year = {2023},
  doi = {10.1145/3635638.3635640},
  url = {https://doi.org/10.1145/3635638.3635640},
  researchr = {https://researchr.org/publication/Hong0SZ23},
  cites = {0},
  citedby = {0},
  pages = {10-16},
  booktitle = {The 6th International Conference on Machine Learning and Machine Intelligence, MLMI 2023, Chongqing, China, October 27-29, 2023},
  publisher = {ACM},
}