Mid-LSTM, a hybrid LSTM/HMM/linear-regression model, is claimed to improve midterm S&P 500 price forecasts by 2-4% and to raise portfolio Sharpe ratios, but the evidence has selection and labeling problems.
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Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction
Mid-LSTM, a hybrid LSTM/HMM/linear-regression model, is claimed to improve midterm S&P 500 price forecasts by 2-4% and to raise portfolio Sharpe ratios, but the evidence has selection and labeling problems.