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An Empirical Study on the Effectiveness of Bi-LSTM-Based Industry Rotation Strategies in Thai Equity Portfolios.
Thanason Eiamyingsakul
Sansiri Tarnpradab
Unchalisa Taetragool
Published in:
ICCSA (1) (2023)
Keyphrases
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business intelligence
recurrent neural networks
rotation invariant
data sets
real world
information retrieval
genetic algorithm
information systems
multiscale
portfolio selection