Abolmakarem, Shaghayegh; Abdi, Farshid; … - In: Journal of Modelling in Management 19 (2023) 2, pp. 523-555
Purpose This paper aims to propose an improved version of portfolio optimization model through the prediction of the future behavior of stock returns using a combined wavelet-based long short-term memory (LSTM). Design/methodology/approach First, data are gathered and divided into two parts,...