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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...
Autores principales: | Xue, Qianyi, Ling, Yuewei, Tian, Bingwei |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Hindawi
2022
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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 |
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