A study on automated improvement of securities trading strategies using machine learning optimization algorithms

Pubblicato online: 05 ago 2024

Ricevuto: 10 apr 2024

Accettato: 04 lug 2024

DOI: https://doi.org/10.2478/amns-2024-2175

Parole chiave

<kwd>Time-frequency information decomposition</kwd>, <kwd>LSTM</kwd>, <kwd>Differential optimization</kwd>, <kwd>Securities trading</kwd>

© 2024 Yi Chen, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.