{"title":"\"亲爱的，时间跨度很重要\"：应用 CNN-LSTM 方法预测美国股票 ETF","authors":"Wenguang Lin","doi":"10.1080/13504851.2024.2396550","DOIUrl":null,"url":null,"abstract":"The paper uses a hybrid model of convolutional neural network and long short-term memory (CNN-LSTM) to examine the impact of the prediction (or input) window length on the prediction accuracy of tr...","PeriodicalId":8014,"journal":{"name":"Applied Economics Letters","volume":"11 1","pages":""},"PeriodicalIF":1.2000,"publicationDate":"2024-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"“Darling, time horizon matters”: applying the CNN-LSTM method for predicting US equity ETFs\",\"authors\":\"Wenguang Lin\",\"doi\":\"10.1080/13504851.2024.2396550\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The paper uses a hybrid model of convolutional neural network and long short-term memory (CNN-LSTM) to examine the impact of the prediction (or input) window length on the prediction accuracy of tr...\",\"PeriodicalId\":8014,\"journal\":{\"name\":\"Applied Economics Letters\",\"volume\":\"11 1\",\"pages\":\"\"},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2024-08-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Economics Letters\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/13504851.2024.2396550\",\"RegionNum\":4,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Economics Letters","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/13504851.2024.2396550","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
“Darling, time horizon matters”: applying the CNN-LSTM method for predicting US equity ETFs
The paper uses a hybrid model of convolutional neural network and long short-term memory (CNN-LSTM) to examine the impact of the prediction (or input) window length on the prediction accuracy of tr...
期刊介绍：
Applied Economics Letters is a companion journal to Applied Economics and Applied Financial Economics. It publishes short accounts of new original research and encourages discussion of papers previously published in its two companion journals. Letters are reviewed by the Editor, a member of the Editorial Board or another suitable authority. They are generally applied in nature, but may include discussion of method and theoretical formulation. In a change to the format of the Applied Financial Series of journals, from 2009 Applied Financial Economics Letters will be incorporated into its sister journal Applied Economics Letters.
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