A machine-learning DSS using fundamental ratios plus macro features achieves 70% average test accuracy in predicting whether a Tehran Stock Exchange stock will beat fixed-income returns, and uses this signal for stock-bond-gold allocation.
Lstm based decision support system for swing trading in stock market
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A Decision Support System for Stock Selection and Asset Allocation Based on Fundamental Data Analysis
A machine-learning DSS using fundamental ratios plus macro features achieves 70% average test accuracy in predicting whether a Tehran Stock Exchange stock will beat fixed-income returns, and uses this signal for stock-bond-gold allocation.