Multi-factor RFG-LSTM algorithm for stock sequence predicting
Zhi Su, Heliang Xie, Lu Han
| Year of publication: |
2021
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|---|---|
| Authors: | Su, Zhi ; Xie, Heliang ; Han, Lu |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 57.2021, 4, p. 1041-1058
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| Subject: | Long short-term memory | Rectified forgetting gate | Multi-factor model portfolio | Recurrent neural network | Theorie | Theory | Neuronale Netze | Neural networks | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Algorithmus | Algorithm | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-020-10008-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012543252