LSTM,使K-fold

Zeliang Zeng1, Panke Qin1,2, Yue Zhang1

  • 1School of Software, Henan Polytechnic University, Jiaozuo, Henan, China.

PeerJ. Computer science
|December 16, 2024
PubMed
概括

预测套利利差对于算法交易至关重要. 一个新的K-fold交叉搜索算法优化的LSTM (KCS-LSTM) 网络提高了预测准确性和稳定性,优于现有模型.