Performance Analysis of Bollinger Bands and Long Short-Term Memory(LSTM) models based Strategies on NIFTY50 Companies

Author:

Seshu Varun1,Shanbhag Hritik1,Rao Samrudhi R1,Venkatesh Disha1,Agarwal Pooja1,Arya Arti1

Affiliation:

1. PES University,Dept of Computer Science Engg,Bangalore,India

Publisher

IEEE

Reference15 articles.

1. Backtesting portfolio value‐at‐risk with estimated portfolio weights

2. Backtesting expected shortfall and beyond;kaihua;Quantitative Finance 21 7,2021

3. Stock market's price movement prediction with LSTM neural networks

4. A Simple Options Trading Strategy based on Technical Indicators;francesco;International Journal of Economics and Financial Issues 11 2,2021

5. Prediction of the Profitability of Pairs Trading Strategy Using Machine Learning;ronnachai;2020 IEEE 7th International Conference on Industrial Engineering and Applications (ICIEA),2020

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Bridging Bollinger Bands and Machine Learning in SET100 Stock Trading Strategies;2024 16th International Conference on Knowledge and Smart Technology (KST);2024-02-28

2. Trade Ease With Machine Learning and AWS;IEEE Access;2023

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