Enhanced futures price-spread forecasting based on an attention-driven optimized LSTM network: integrating an improved grey wolf optimizer algorithm for enhanced accuracy
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DOI: 10.7717/peerj-cs.2865
Abstract: Financial market prediction faces significant challenges due to the complex temporal dependencies and heterogeneous data relationships inherent in futures price-spread data. Traditional machine learning methods struggle to effectively mine these patterns, while conventional long short-term… read more here.
Keywords: improved grey; wolf optimizer; price spread; grey wolf ... See more keywords