Integration of Wavelet Transform Convolution and Channel Attention with LSTM for Stock Price Prediction based Portfolio Allocation
“Experiments are conducted by evaluating the return, Sharpe ratio and max drawdown performance.”
AssetEquities
StrategyMachine learningportfolio optimization
TechniqueRecurrent neural network
ClaimSharpe ratiodrawdown
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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