Long Short-Term Memory-based Multi-Period Price Prediction for Portfolio Management

Zhengyong Jiang, Frans Coenen. Long Short-Term Memory-based Multi-Period Price Prediction for Portfolio Management. In Petra Perner, editor, Machine Learning and Data Mining in Pattern Recognition, 15th International Conference on Machine Learning and Data Mining, MLDM 2019, New York, NY, USA, July 20-25, 2019, Proceedings, Volume I. pages 187-200, ibai publishing, 2019.

Authors

Zhengyong Jiang

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Frans Coenen

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