Not yet reviewed by Pith; the record is open.

The net value of the fund is affected by performance and market, and the researchers try to quantify these effects to predict the future net value by establishing different models. The current prediction models usually can only reflect the linear variation law, poorly handled or selectively ignore their nonlinear characteristics, so the prediction results are usually less accurate. This paper uses a fund prediction method based on the ARIMA-LSTM hybrid model. After preprocessing the historical data, the first filter out the linear data characteristics with the ARIMA model, then pass the data to the LSTM model to extract the nonlinear characteristic by residual, and finally superposition the respective prediction values of the two models to obtain the prediction results of the hybrid model. Empirically shows that the methods in the paper are more accurate and applicable than traditional fund prediction methods.