Multi-Step Multidimensional Statistical Arbitrage Prediction Using PSO Deep-ConvLSTM: An Enhanced Approach for Forecasting Price Spreads.

Authors: Tu, Sensen¹, 312120010520@home.hpu.edu.cn, Qin, Panke¹, qinpanke@hpu.edu.cn, Zhu, Mingfu¹, Zeng, Zeliang¹, Cheng, Shenjie¹, Ye, Bo¹

Source: Applied Sciences (2076-3417); May2024, Vol. 14 Issue 9, p3798, 20p

Improving long short-term memory (LSTM) networks for arbitrage spread forecasting: integrating cuckoo and zebra algorithms in chaotic mapping space for enhanced accuracy.

Authors: Zhu, Mingfu^1,2, Liu, Yaxing¹, Qin, Panke^1,2, qinpanke@hpu.edu.cn, Ding, Yongjie¹, Cai, Zhongqi¹, Gao, Zhenlun¹, Ye, Bo¹, Qi, Haoran¹, Cheng, Shenjie¹, Zeng, Zeliang¹

Source: PeerJ Computer Science; Dec2024, p1-24, 24p

An optimized LSTM network for improving arbitrage spread forecasting using ant colony cross-searching in the K-fold hyperparameter space.

Authors: Zeng, Zeliang¹, Qin, Panke^1,2, qinpanke@hpu.edu.cn, Zhang, Yue¹, Tang, Yongli¹, Cheng, Shenjie¹, Tu, Sensen¹, Ding, Yongjie¹, Gao, Zhenlun¹, Liu, Yaxing¹

Source: PeerJ Computer Science; Aug2024, p1-29, 29p

Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models.

Authors: Cheng, Shenjie, Qin, Panke, Lu, Baoyun, Yu, Jinxia, Tang, Yongli, Zeng, Zeliang, Tu, Sensen, Qi, Haoran, Ye, Bo, Cai, Zhongqi

Source: PLoS ONE; 5/15/2024, Vol. 19 Issue 5, p1-24, 24p

Subject Terms: SEARCH algorithms, POINT set theory, PREDICTION models, ARBITRAGE, OPTIMIZATION algorithms, STANDARD deviations