量化前沿速递：机器学习[20240630]

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机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] LSTM ARIMA as a Hybrid Approach in Algorithmic Investment Strategies LSTM ARIMA作为算法投资策略的一种混合方法 来源:ARXIV_20240627 [2] AlphaForge AlphaForge 来源:ARXIV_20240627 [3] Credit Ratings 信用评级 来源:ARXIV_20240628 [1] LSTM ARIMA as a Hybrid Approach in Algorithmic Investment Strategies 标题:LSTM ARIMA作为算法投资策略的一种混合方法 作者:Kamil Kashif, Robert Ślepaczuk 来源:ARXIV_20240627 Abstract : This study focuses on building an algorithmic investment strategy employing a hybrid approach that combines LSTM and ARIMA models referred to as LSTM ARIMA. This unique algorithm uses LSTM to produce final predictions but boosts the results of this RNN by adding the residuals obtained from ARIMA predictions amon ………………………………