Applying attention-based BiLSTM and technical indicators in the design and performance analysis of stock trading strategies

Author:

Lee Ming-CheORCID,Chang Jia-WeiORCID,Yeh Sheng-Cheng,Chia Tsorng-Lin,Liao Jie-Shan,Chen Xu-Ming

Funder

Ministry of Science and Technology, Taiwan

Publisher

Springer Science and Business Media LLC

Subject

Artificial Intelligence,Software

Reference65 articles.

1. Cootner PH (ed) (1967) The random character of stock market prices. MIT Press, Cambridge (MA)

2. Brealey RA, Myers SC, Allen F, Mohanty P (2012) Principles of corporate finance. Tata McGraw-Hill Education, New York

3. Abarbanell JS, Bushee BJ (1997) Fundamental analysis, future earnings, and stock prices. J Account Res 35(1):1–24

4. De Long JB, Shleifer A, Summers LH, Waldmann RJ (1990) Positive feedback investment strategies and destabilizing rational speculation. J Finance 45(2):379–395

5. Murphy JJ (1999) Technical analysis of the financial markets: a comprehensive guide to trading methods and applications. Penguin, New York

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