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 |
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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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