A Volatility-Responsive LSTM Approach for Predicting KLCI Closing Prices Using Dynamic Optimizer Switching

In financial time series forecasting, the ability of models to adapt to changing market conditions is critical for improving prediction accuracy. This study explores a novel approach to optimizing Long Short-Term Memory (LSTM) models by dynamically adjusting optimizers based on market volatility, sp...

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Bibliographic Details

Main Authors:	Abang Mohammad Hudzaifah, Abang Shakawi, Ani, Shabri
Format:	Article
Language:	en
Published:	Penerbit UTM Press 2025
Subjects:	HA Statistics HB Economic Theory QA75 Electronic computers. Computer science
Online Access:	http://ir.unimas.my/id/eprint/49461/1/Published%20Paper_Matematika%202.pdf http://ir.unimas.my/id/eprint/49461/ https://matematika.utm.my/index.php/matematika/article/view/1581 https://doi.org/10.11113/matematika.v41.n2.1581
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