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"Trade filtering method for trend following strategy based on ..."
Jun Liang et al. (2023)
- Jun Liang, Keyi Huang, Shaojian Qiu, Hai Lin, Keng Lian:
Trade filtering method for trend following strategy based on LSTM-extracted feature and machine learning. J. Intell. Fuzzy Syst. 44(4): 6131-6149 (2023)
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