An Empirical Study on the Effectiveness of Bi-LSTM-Based Industry Rotation Strategies in Thai Equity Portfolios

Thanason Eiamyingsakul, Sansiri Tarnpradab, Unchalisa Taetragool. An Empirical Study on the Effectiveness of Bi-LSTM-Based Industry Rotation Strategies in Thai Equity Portfolios. In Osvaldo Gervasi, Beniamino Murgante, David Taniar, Bernady O. Apduhan, Ana Cristina Braga, Chiara Garau, Anastasia Stratigea, editors, Computational Science and Its Applications - ICCSA 2023 - 23rd International Conference, Athens, Greece, July 3-6, 2023, Proceedings, Part I. Volume 13956 of Lecture Notes in Computer Science, pages 322-333, Springer, 2023. [doi]

Abstract

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