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"Modelling and forecasting high-frequency data with jumps based on a hybrid ..."

Yuping Song et al. (2024)

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DOI: 10.1016/J.ESWA.2023.121527

access: closed

type: Journal Article

metadata version: 2023-12-10

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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 (2024)

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