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Two robust long short-term memory frameworks for trading stocks

This paper aims to find a superior strategy for the daily trading on a portfolio of stocks for which traditional trading strategies perform poorly due to the low frequency of new information. The experimental work is divided into a set of traditional trading strategies and a set of long short-term m...

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Publicat a:Appl Intell (Dordr)
Autors principals: Fister, Dušan, Perc, Matjaž, Jagrič, Timotej
Format: Artigo
Idioma:Inglês
Publicat: Springer US 2021
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC7914042/
https://ncbi.nlm.nih.gov/pubmed/34764588
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10489-021-02249-x
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