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Portfolio Optimization Model for Gold and Bitcoin Based on Weighted Unidirectional Dual-Layer LSTM Model and SMA-Slope Strategy

Portfolio optimization is one of the most complex problems in the financial field, and technical analysis is a popular tool to find an optimal solution that maximizes the yields. This paper establishes a portfolio optimization model consisting of a weighted unidirectional dual-layer LSTM model and a...

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Detalles Bibliográficos
Autores principales: Xue, Qianyi, Ling, Yuewei, Tian, Bingwei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9200532/
https://www.ncbi.nlm.nih.gov/pubmed/35720924
http://dx.doi.org/10.1155/2022/1869897