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SSRNEconometrics & Forecasting

Predicting Implicit Patterns and Optimizing Market Entry and Exit Decisions in Stock Prices using integrated Bayesian CNN-LSTM with Deep Q-Learning as a Meta-Labeller

The piece introduces a hybrid model that combines various AI techniques for predicting stock prices and optimizing trading decisions.

Featured in No. 45 on 17 Apr 2024 · 43 days after release · 0 citations today

Released
5 Mar 2024
First featured
No. 45 · 17 Apr 2024
Citations (Semantic Scholar)
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Influential citations
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Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4794069

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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