- Article
LSTM with Short-Term Bias Compensation to Determine Trading Strategy under Black Swan Events of Taiwan ETF50 Stock
- Ray-I Chang,
- Chia-Hui Wang,
- Lien-Chen Wei and
- Ya-Fang Lu
This paper uses Long Short-Term Memory (LSTM) networks to predict the stock prices of the Yuanta Taiwan Top 50 ETF (ETF50). To improve the accuracy of the model’s predictions, a calibration procedure called “Short-Term Bias Compensation&r...

