Applying attention-based BiLSTM and technical indicators in the design and performance analysis of stock trading strategies

Ming-Che Lee, Jia-Wei Chang, Sheng-Cheng Yeh, Tsorng-Lin Chia, Jie-Shan Liao, Xu-Ming Chen. Applying attention-based BiLSTM and technical indicators in the design and performance analysis of stock trading strategies. Neural Computing and Applications, 34(16):13267-13279, 2022. [doi]

@article{LeeCYCLC22,
  title = {Applying attention-based BiLSTM and technical indicators in the design and performance analysis of stock trading strategies},
  author = {Ming-Che Lee and Jia-Wei Chang and Sheng-Cheng Yeh and Tsorng-Lin Chia and Jie-Shan Liao and Xu-Ming Chen},
  year = {2022},
  doi = {10.1007/s00521-021-06828-4},
  url = {https://doi.org/10.1007/s00521-021-06828-4},
  researchr = {https://researchr.org/publication/LeeCYCLC22},
  cites = {0},
  citedby = {0},
  journal = {Neural Computing and Applications},
  volume = {34},
  number = {16},
  pages = {13267-13279},
}