将其中的多因子模型(multiple-factor model)作为股票的额外特征引入到股票价格预测中, 建立了一个基于多变量的长短期记忆网络(multi-variable LSTM)股票价格预测模型, 用以提升只基于单一价格序列, 也即单变量长短期记忆网络(univariate LSTM)的股票价格预测模型的准确性以及鲁棒性. LSTM:是一个循环神经网络，能够处理长期依赖关系。 时间序列分析：时间序列表示基于时间顺序的一系列数据。 MTS_LSTM： **基于 lstm 的 时间序列分析**
☆25Mar 5, 2024Updated 2 years ago
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