A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy

Illia Baranochnikov, Robert Ślepaczuk

Year of publication:	2022
Authors:	Baranochnikov, Illia ; Ślepaczuk, Robert
Publisher:	Warsaw : University of Warsaw, Faculty of Economic Sciences
Subject:	deep learning \| recurrent neural networks \| algorithm \| trading strategy \| LSTM \| GRU \| walk-forward process \| Neuronale Netze \| Neural networks \| Algorithmus \| Algorithm \| Theorie \| Theory \| Anlageverhalten \| Behavioural finance \| Portfolio-Management \| Portfolio selection \| Finanzanalyse \| Financial analysis \| Künstliche Intelligenz \| Artificial intelligence

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