Enhancing Predictive Capabilities for Identifying At-Risk Stocks Using Multivariate Time-Series Classification: A Case Study of the Thai Stock Market

This study proposes a multivariate time-series classification approach using deep learning to predict stocks likely to be flagged by the Market Surveillance Measure List in the Thai stock market. Formulated as a binary classification problem, the model distinguishes At-Risk and Normal stocks based o...

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Bibliographic Details
Main Authors: Katsamapol Petchpol, Laor Boongasame
Format: Article
Language:English
Published: Wiley 2025-01-01
Series:Applied Computational Intelligence and Soft Computing
Online Access:http://dx.doi.org/10.1155/acis/3874667
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