I am trying to understand the difference between using Jump diffusion model and Neural Networks or more precisely LSTM to predict time series data regardless what that data contains for example a stock price or withdrawals from ATMs.
If I look at research papers I will find examples of Jump Diffusion model and LSTM to predict stock prices. But if I try searching literature to forecast withdrawals from an ATM I couldn't find any example pertaining to Jump diffusion model. Mostly LSTM or ANN has been used to predict withdrawals from ATM.
If I am trying to predict ATM cash withdrawals can I use Jump Diffusion model to make forecast or would that be an incorrect approach?