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Trade filtering method for trend following strategy based on LSTM-extracted feature and machine learning.
Jun Liang
Keyi Huang
Shaojian Qiu
Hai Lin
Keng Lian
Published in:
J. Intell. Fuzzy Syst. (2023)
Keyphrases
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filtering method
machine learning
post processing
filtering process
adaptive filtering
image filtering
image features
pattern recognition
recursive filtering
filtering algorithm
denoising
feature selection
object recognition
impulse noise
feature set
similarity measure
filtering scheme