Yuping Song, Chunchun Cai, Dexiang Ma, Chen Li. Modelling and forecasting high-frequency data with jumps based on a hybrid nonparametric regression and LSTM model. Expert Syst. Appl., 237(Part B):121527, March 2024. [doi]
@article{SongCML24,
title = {Modelling and forecasting high-frequency data with jumps based on a hybrid nonparametric regression and LSTM model},
author = {Yuping Song and Chunchun Cai and Dexiang Ma and Chen Li},
year = {2024},
month = {March},
doi = {10.1016/j.eswa.2023.121527},
url = {https://doi.org/10.1016/j.eswa.2023.121527},
researchr = {https://researchr.org/publication/SongCML24},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {237},
number = {Part B},
pages = {121527},
}