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LSTMs promise much to financial time-series analysis, temporal and cross-sectional inference, but we find that they do not deliver in a real-world financial management task.
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Alex Graves, Santiago Fern“’andez, Faustino Gomez and J“”urgen Schmidhuber · 2006
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Sung-Hyuk Cha · 2007
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Jo“˜ao“’artolo Gomes, Ernestina Menasalvas and Pedro A.. Sousa · 2010
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Ji Zhang Siegmund and Li J · 2010
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Dan. Ciresan, Ueli Meier and Jurgen Schmidhuber · 2012
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Rahaf Aljundi, Punarjay Chakravarty and Tinne Tuytelaars · 2017
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Thomas Fischer and Christopher Krauss · 2017
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Lukasz Kaiser, Ofir Nachum, Aurko Roy and Samy Bengio · 2017
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David Lopez-Paz and Marc’Aurelio Ranzato · 2017
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Jake Snell, Kevin Swersky and Richard. Zemel · 2017
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Daniel Philps, Tillman Weyde, Artur. d’Avila Garcez and Roy Batchelor · 2018
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Lei Shu, Hu Xu and Bing Liu · 2018
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Monika Schak and Alexander Gepperth · 2019
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