LSTM-Based Deep Model for Investment Portfolio Assessment and Analysis

In recent years, within the scope of financial quantification, quantitative investment models that support human-oriented algorithms have been proposed. These models attempt to characterize fiat-delayed series through intelligent acquaintance methods to predict data and arrange investment strategies...

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Main Author: Haohua Yang
Format: Article
Language:English
Published: Wiley 2022-01-01
Series:Applied Bionics and Biomechanics
Online Access:http://dx.doi.org/10.1155/2022/1852138
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author Haohua Yang
author_facet Haohua Yang
author_sort Haohua Yang
collection DOAJ
description In recent years, within the scope of financial quantification, quantitative investment models that support human-oriented algorithms have been proposed. These models attempt to characterize fiat-delayed series through intelligent acquaintance methods to predict data and arrange investment strategies. The standard long short-term memory (LSTM) neural network has the shortcoming of low effectiveness of the fiscal cycle sequence. This work utters throughout the amended LSTM design. The augury result of the neural reticulation was upgraded by coalesce attentional propose to the LSTM class, and a genetic algorithmic program product was formulated. Genetic algorithm (GA) updates the inalienable parameters to a higher generalization aptitude. Using man stock insignitor future data from January 2019 to May 2020, we accomplish a station-of-the-contrivance algorithmic rule. Inferences have shown that the improved LSTM example proposed in this paper outperforms other designs in multiple respect, and it performs effectively in investment portfolio design, which is suitable for future investment.
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institution Kabale University
issn 1754-2103
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publishDate 2022-01-01
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series Applied Bionics and Biomechanics
spelling doaj-art-868d459152cc476ba09e8b8800a9dc6b2025-02-03T01:32:35ZengWileyApplied Bionics and Biomechanics1754-21032022-01-01202210.1155/2022/1852138LSTM-Based Deep Model for Investment Portfolio Assessment and AnalysisHaohua Yang0College of Letters and ScienceIn recent years, within the scope of financial quantification, quantitative investment models that support human-oriented algorithms have been proposed. These models attempt to characterize fiat-delayed series through intelligent acquaintance methods to predict data and arrange investment strategies. The standard long short-term memory (LSTM) neural network has the shortcoming of low effectiveness of the fiscal cycle sequence. This work utters throughout the amended LSTM design. The augury result of the neural reticulation was upgraded by coalesce attentional propose to the LSTM class, and a genetic algorithmic program product was formulated. Genetic algorithm (GA) updates the inalienable parameters to a higher generalization aptitude. Using man stock insignitor future data from January 2019 to May 2020, we accomplish a station-of-the-contrivance algorithmic rule. Inferences have shown that the improved LSTM example proposed in this paper outperforms other designs in multiple respect, and it performs effectively in investment portfolio design, which is suitable for future investment.http://dx.doi.org/10.1155/2022/1852138
spellingShingle Haohua Yang
LSTM-Based Deep Model for Investment Portfolio Assessment and Analysis
Applied Bionics and Biomechanics
title LSTM-Based Deep Model for Investment Portfolio Assessment and Analysis
title_full LSTM-Based Deep Model for Investment Portfolio Assessment and Analysis
title_fullStr LSTM-Based Deep Model for Investment Portfolio Assessment and Analysis
title_full_unstemmed LSTM-Based Deep Model for Investment Portfolio Assessment and Analysis
title_short LSTM-Based Deep Model for Investment Portfolio Assessment and Analysis
title_sort lstm based deep model for investment portfolio assessment and analysis
url http://dx.doi.org/10.1155/2022/1852138
work_keys_str_mv AT haohuayang lstmbaseddeepmodelforinvestmentportfolioassessmentandanalysis