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The Long Short-Term Memory (LSTM) cell can process data sequentially and keep its hidden state through time. Long short-term memory (LSTM) [1] is a type of recurrent neural network (RNN) aimed at dealing with the vanishing gradient problem [2] present in traditional RNNs. Its relative insensitivity to gap length is its advantage over other RNNs ...
Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on an exchange. The successful prediction of a stock's future price could yield significant profit. The efficient market hypothesis suggests that stock prices reflect all currently available information and any ...
The Makridakis Competitions (also known as the M Competitions or M-Competitions) are a series of open competitions to evaluate and compare the accuracy of different time series forecasting methods. They are organized by teams led by forecasting researcher Spyros Makridakis and were first held in 1982. [1][2][3][4]
Conditional random fields (CRFs) are a class of statistical modeling methods often applied in pattern recognition and machine learning and used for structured prediction. Whereas a classifier predicts a label for a single sample without considering "neighbouring" samples, a CRF can take context into account.
Foundation model. A foundation model, also known as large AI model, is a machine learning or deep learning model that is trained on broad data such that it can be applied across a wide range of use cases. [ 1 ] Foundation models have transformed artificial intelligence (AI), powering prominent generative AI applications like ChatGPT. [ 1 ]
In statistics and econometrics, and in particular in time series analysis, an autoregressive integrated moving average (ARIMA) model is a generalization of an autoregressive moving average (ARMA) model. To better comprehend the data or to forecast upcoming series points, both of these models are fitted to time series data.
Fama–MacBeth regression. The Fama–MacBeth regression is a method used to estimate parameters for asset pricing models such as the capital asset pricing model (CAPM). The method estimates the betas and risk premia for any risk factors that are expected to determine asset prices.
Analogously, the model produced by SVR depends only on a subset of the training data, because the cost function for building the model ignores any training data close to the model prediction. Another SVM version known as least-squares support vector machine (LS-SVM) has been proposed by Suykens and Vandewalle.