Modelling and forecasting high-frequency data with jumps based on a hybrid nonparametric regression and LSTM model

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]

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