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LSTMcon: A Novel System of Portfolio Management Based on Feedback LSTM with Confidence.

Xinjia XieShun GaiYunxiao GuoBoyang WangHan Long
Published in: SEKE (2022)
Keyphrases
  • portfolio management
  • portfolio optimization
  • portfolio selection
  • financial data
  • transaction costs
  • decision making
  • recurrent neural networks
  • factor analysis
  • non stationary