Lijian Wei
Biographic Data
| ID | 9569553 |
|---|---|
| NAME | Lijian Wei |
| GIVEN NAMES | Lijian |
| FAMILY NAME | Wei |
| SIGNATURE | WEI L |
| AFFILIATIONS | Sun Yat-sen University |
| ORCID | 0000-0003-3834-8443 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2025 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Enhancing return forecasting using LSTM with agent-based synthetic data
Financial markets, as complex adaptive systems, are characterized by historical data limitations, inherent evolution and non-stationarity, which challenge the effectiveness of deep learning models such as Long Short-Term Memory (LSTM). We address these challenges by generating synthetic data using Agent-Based Modeling (ABM) to simulate complex market conditions through “what-if” scenarios. Our method comprises three steps: (i) pre-training the LS…
No prominent works on this page.
Enhancing return forecasting using LSTM with agent-based synthetic data
Financial markets, as complex adaptive systems, are characterized by historical data limitations, inherent evolution and non-stationarity, which challenge the effectiveness of deep learning models such as Long Short-Term Memory (LSTM). We address these challenges by generating synthetic data using Agent-Based Modeling (ABM) to simulate complex market conditions through “what-if” scenarios. Our method comprises three steps: (i) pre-training the LS…
Artificial Intelligence (1 work) · Complex Systems and Time Series Analysis (1 work) · Computer Science (1 work) · Energy Load and Power Forecasting (1 work) · Stock Market Forecasting Methods (1 work)