Advanced Machine Learning for Financial Markets: A PCA-GRU-LSTM Approach
Author:
Funder
the Research Program Fund for Humanities and Social Sciences of the Ministry of Education of China
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s13132-024-02108-3.pdf
Reference77 articles.
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3. Ahmed, W. M. (2020b). Stock market reactions to domestic sentiment: Panel CS-ARDL evidence. Research in International Business and Finance, 54, 101240.
4. Al Janabi, M. A. (2021). Multivariate portfolio optimization under illiquid market prospects: A review of theoretical algorithms and practical techniques for liquidity risk management. Journal of Modelling in Management, 16(1), 288–309.
5. Alvarez-Ramirez, J., & Rodriguez, E. (2021). A singular value decomposition entropy approach for testing stock market efficiency. Physica a: Statistical Mechanics and Its Applications, 583, 126337.
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