A time-varying stock portfolio selection model based on optimized PSO-BiLSTM and multi-objective mathematical programming under budget constraints

Jalil Vaziri, Dariush Farid, Mehdi Nazemi Ardakani, Seyed Mojtaba Hosseini Bamakan, MohammadAli Shahlaei. A time-varying stock portfolio selection model based on optimized PSO-BiLSTM and multi-objective mathematical programming under budget constraints. Neural Computing and Applications, 35(25):18445-18470, September 2023. [doi]

Abstract

Abstract is missing.