SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An ARIMA-LSTM model for predicting volatile agricultural price series with random forest technique
7 references·2 citing·31 second hop
An ARIMA-LSTM model for predicting volatile agricultural price series with random forest technique (2022)An ARIMA-LSTM model for predicting volati…Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models (2018)Forecasting the volatility of…A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)A Comparison of ARIMA and LST…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyTesting for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Predictive Modeling of Peanut Oil Prices Utilizing a Gaussian Process Regression-Based Machine Learning Framework (2025)Predictive Modeling of Peanut…Forecasting Production of Potato for a Sustainable Future: Global Market Analysis (2024)Forecasting Production of Pot…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Forecasting principles and practiceDeep learning with long short-term memory networks for financial market predictions (2017)Stock price prediction using deep learning and frequency decomposition (2020)Applications of deep learning in stock market prediction: Recent progress (2021)A Review of ARIMA vs. Machine Learning Approaches for Time Series Forecasting in Data Driven Networks (2023)A test for independence based on the correlation dimension (1996)Chapter 4 Forecast Combinations (2006)Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series (2019)Bayesian-Optimized Gaussian Process Calibration for Forecasting Carbon Allowance Prices in Tianjin (2025)Chinese energy security index price forecasting through the neural network (2025)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)A CNN-LSTM-Based Model to Forecast Stock Prices (2020)Forecasting stock prices with long-short term memory neural network based on attention mechanism (2020)A Survey of Forex and Stock Price Prediction Using Deep Learning (2021)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Potato Consumption Forecasting Based on a Hybrid Stacked Deep Learning Model (2024)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2018A Comparison of ARIMA and LSTM in Forecasting Time Series1,382 cited
  • 2018Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models786 cited

Cited by

  • 2025Predictive Modeling of Peanut Oil Prices Utilizing a Gaussian Process Regression-Based Machine Learning Framework101 cited
  • 2024Forecasting Production of Potato for a Sustainable Future: Global Market Analysis70 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work