What are the differences between GARCH/ARCH and LSTM for time series prediction?

Asked May 18 '20 at 11:06

Active Jul 14 '20 at 08:51

Viewed 161 times

Can somebody explain in-detailed differences between the GARCH/ARCH model and LSTM for time-series prediction and how the model works under the hood?

edited Jul 14 '20 at 08:51

asked May 18 '20 at 11:06

Pluviophile

1

See ["What is the difference between GARCH and ARMA?"](https://stats.stackexchange.com/questions/41509/) for the ARIMA / GARCH part. (I am not saying this is a duplicate, just a relevant thread.) – Richard Hardy May 18 '20 at 11:44

0 Answers0