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)
- 0
- Influential citations
- 0
- 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).