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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) |
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| Autors principals: | , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Springer US
2021
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| 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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