Open Access

PROCEEDINGS

An Investigation of Signal Filtering Methods in Trend Following Strategy Using LSTM

Yi-Chun Cheng¹, Mu-En Wu¹, Ju-Fang Yen², Sheng-Chi Luo¹, Jimmy Ming-Tai Wu^1,*

1 National Taipei University of Technology (NTUT), Taipei, 10608, Taiwan
2 National Taipei University (NTPU), Taipei, 10491, Taiwan

* Corresponding Author: Jimmy Ming-Tai Wu. Email: