A novel Gaussian process regression-based stock index interval forecasting model integrating optimal variables screening with bidirectional long short-term memory - researchr publication

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Jujie Wang, Qian Cheng, Xin Sun. A novel Gaussian process regression-based stock index interval forecasting model integrating optimal variables screening with bidirectional long short-term memory. Soft Comput., 28(6):5541-5556, March 2024. [doi]

Abstract is missing.

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