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LSTM and CNN Models for Crude Oil Trading
Hybrid CNN and LSTM models beat ARIMA, RSI, and MACD on WTI crude: LSTM-CNN reached 17.8% average annual ROI with the best Sharpe ratio we tested.
Hybrid CNN and LSTM models beat ARIMA, RSI, and MACD on WTI crude: LSTM-CNN reached 17.8% average annual ROI with the best Sharpe ratio we tested.