M. Shindhe

Deep Learning and Ensemble Methods for Forecasting Indian Large Capitalization Stock Index Prices

The Diebold-Mariano tests proved that Long Short-Term Memory (LSTM) predictions were more accurate compared to the individual forecasts of the ARIMA, GRU, and XGBoost models with a standard level of significance, and suggested the future incorporation of Transformer-based models to increase predictive power, like Infor...