Long Short-Term Memory Recurrent Neural Network for Predicting the Return of Rate Underframe the Fama-French 5 Factor
The multifactor approach helps determine the linear connection between a diversified portfolio’s return and risk; however, the efficacy of the model models is still limited in the experiment. Algorithms in machine learning have recently grown in popularity to compensate for some of the shortcomings...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2022/3936122 |
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