2 papers
q-fin.ST2025
Integration of Wavelet Transform Convolution and Channel Attention with LSTM for Stock Price Prediction based Portfolio Allocation
Junjie Guo
Portfolio allocation via stock price prediction is inherently difficult due to the notoriously low signal-to-noise ratio of stock time series. This paper proposes a method by integ…
q-fin.ST2024
Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study
Junjie Guo
This paper provides an empirical study explores the application of deep learning algorithms-Multilayer Perceptron (MLP), Convolutional Neural Networks (CNN), Long Short-Term Memory…