A comparative analysis of forecasting financial time series using ARMA and LSTM networks
Miranda, Salvatore (A.A. 2019/2020) A comparative analysis of forecasting financial time series using ARMA and LSTM networks. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 69. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Il financial time series forecasting. Time series analysis and forecasting. Background. Autoregressive moving average. Long short-term memory neural networks. Experiment.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Empirical finance |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Grassi, Stefano |
| Academic Year: | 2019/2020 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Jan 2021 11:56 |
| Last Modified: | 22 Jan 2021 11:56 |
| URI: | https://tesi.luiss.it/id/eprint/28170 |
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