Grid search-based 1D-CNN hyperparameter options.

<div><p>This study introduces a deep learning-based framework for portfolio optimization tailored to different investor risk preferences. We combine two prediction models, Long Short-Term Memory (LSTM) and One-Dimensional Convolutional Neural Network (1D-CNN), with three portfolio framew...

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Bibliographic Details
Main Author:	Minh Duc Nguyen (16524021) (author)
Published:	2025
Subjects:	Medicine Sociology Science Policy Biological Sciences not elsewhere classified Information Systems not elsewhere classified transaction cost modeling three portfolio frameworks maximum drawdown portfolio improved investment outcomes aligning predictive models 2023 &# 8211 portfolio optimization tailored appropriate optimization strategies deep learning models combining deep learning highest total return distinct risk profile lstm outperforms 1d deep learning optimization approach xlink "> term memory study introduces study highlights rpp ), mvf delivers mdp achieves mdp ). long short framework represents dynamic rebalancing daily returns best risk based framework asset classes advanced investing adjusted returns 100 stocks
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Grid search-based 1D-CNN hyperparameter options.

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