Multi factor stock selection model based on LSTM
Ru Zhang, Chenyu Huang, Weijian Zhang & Shaozhen Chen
| Year of publication: |
August 2018
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|---|---|
| Authors: | Zhang, Ru ; Huang, Chenyu ; Zhang, Weijian ; Chen, Shaozhen |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 10.2018, 8, p. 36-42
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| Subject: | LSTM | quantitative investment | multi-factor selection model | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitalanlage | Financial investment | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v10n8p36 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011905165