..., GRU- feature attention, GRU-temporal attention, long short-term memory ( LSTM ) and LSTM-Attention, as evidenced by lower mean square error (0.006), root mean square error (0.075) and smaller mean square absolute error (7.768%). Research limitations/implications Although the method performs well...

...Shaghayegh Abolmakarem; Farshid Abdi; Kaveh Khalili-Damghani; Hosein Didehkhani Purpose This paper aims to propose an improved version of portfolio optimization model through the prediction of the future behavior of stock returns using a combined wavelet-based long short-term memory (LSTM...