Predicting intraday stock returns using a hybrid ARIMA and long short-term memory neural network model

Additional Metadata
Keywords	Forecasting; stock returns; ARIMA; hybrid; ANN; LSTM
Thesis Advisor	Wel, M. van der
Persistent URL	hdl.handle.net/2105/60908
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Groenendijk, J. (2021, December 2). Predicting intraday stock returns using a hybrid ARIMA and long short-term memory neural network model. Econometrie. Retrieved from http://hdl.handle.net/2105/60908

Publication