A wavelet-convolution channel-attention LSTM model improves one-step-ahead stock price prediction and long-short portfolio backtests on four large-cap US stocks, with reported Sharpe ratios above 1.8.
Applied Stochastic Models in Business and Industry 33(1), 3–12 (2017)
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.ST 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Integration of Wavelet Transform Convolution and Channel Attention with LSTM for Stock Price Prediction based Portfolio Allocation
A wavelet-convolution channel-attention LSTM model improves one-step-ahead stock price prediction and long-short portfolio backtests on four large-cap US stocks, with reported Sharpe ratios above 1.8.