Financial Market Momentum Prediction and Portfolio Optimization Based on LSTM-Attention Hybrid Model and Dynamic Time Warping (DTW)
Keying Zhang
- Published
- Publisher
- IEEE
- Journal / collection
- 2025 International Conference on Artificial Intelligence, Computer, Data Sciences and Applications (ACDSA)
- Research area
- Capital & markets
- Source type
- Conference paper
- DOI
- 10.1109/acdsa65407.2025.11166329
The original publisher provides the full text and its access options.
Cite this source
Keying Zhang. Financial Market Momentum Prediction and Portfolio Optimization Based on LSTM-Attention Hybrid Model and Dynamic Time Warping (DTW). 2025 International Conference on Artificial Intelligence, Computer, Data Sciences and Applications (ACDSA). 2025-08-07. https://doi.org/10.1109/acdsa65407.2025.11166329