Bian, Shuo (2023) The Research of Stock Index Futures Price Forecasting Using DFA-LSTM Model Based on Panic Index. In: Proceedings of the 2nd International Conference on Bigdata Blockchain and Economy Management, ICBBEM 2023, May 19–21, 2023, Hangzhou, China.
![[thumbnail of 55411.pdf]](http://eprints.eai.eu/style/images/fileicons/application_pdf.png "55411.pdf")
PDF
55411.pdf
Download (508kB)
Abstract
With the rapid development of artificial intelligence, it is possible to use machine learning models to predict financial market prices more accurately. Based on the analysis of the efficiency and fractal characteristics of the Chinese stock index futures market, combined with the "panic index", thi
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:33 |
| Last Modified: | 17 Apr 2026 02:32 |
| URI: | http://eprints.eai.eu/id/eprint/44329 |
Actions (login required)
- View Item