Ensembled LSTM with walk forward optimization in algorithmic trading

Karol Chojnacki, Robert Ślepaczuk

Year of publication:	2023
Authors:	Chojnacki, Karol ; Ślepaczuk, Robert
Publisher:	Warsaw : University of Warsaw, Faculty of Economic Sciences
Subject:	Algorithmic Investment Strategies \| Machine Learning \| Recurrent Neural Networks \| Long Short-Term Memory \| XGBoost \| Walk Forward Optimization \| Trading algorithms \| Technical Analysis Indicators \| Algorithmus \| Algorithm \| Neuronale Netze \| Neural networks \| Finanzanalyse \| Financial analysis \| Theorie \| Theory \| Künstliche Intelligenz \| Artificial intelligence \| Elektronisches Handelssystem \| Electronic trading \| Portfolio-Management \| Portfolio selection \| Mathematische Optimierung \| Mathematical programming \| Prognoseverfahren \| Forecasting model \| Anlageverhalten \| Behavioural finance