A Comparative Analysis of Traditional and Machine Learning Methods in Forecasting the Stock Markets of China and the US
In the volatile and uncertain financial markets of the post-COVID-19 era, our study conducts a comparative analysis of traditional econometric models—specifically, the AutoRegressive Integrated Moving Average (ARIMA) and Holt's Linear Exponential Smoothing (Holt's LES)—against advanced machine learning techniques, including Support Vector Regression (SVR), Long Short-Term Memory (LSTM) networks, and Gated… Read full abstract & cite →