Ru-Yan / Sharpe-LSTM-Investment-Model
The research provides effective management strategies for different asset portfolios in the financial sector by building models. The VMD-LSTM-PSO model is developed for daily financial market price forecasting, where the time series are decomposed by VMD and the sub-series are used as LSTM input units to carry out forecasting, and then the netwo…
☆20Updated 2 years ago
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