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Rolling Walk-Forward LSTM for Daily Stock-Return Prediction in European Defence Markets Cover

Rolling Walk-Forward LSTM for Daily Stock-Return Prediction in European Defence Markets

Studies in Business and Economics
Volume 20 (2025): Issue 3 (December 2025)
By:  and    
Open Access
|Jan 2026
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DOI: https://doi.org/10.2478/sbe-2025-0053 | Journal eISSN: 2344-5416 | Journal ISSN: 1842-4120
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Language: English
Page range: 240 - 260
Published on: Jan 18, 2026
Published by: Lucian Blaga University of Sibiu
In partnership with: Paradigm Publishing Services
Keywords:
LSTM; rolling walk-forward validation; daily stock-return prediction; European defence equities; transaction-cost-aware (threshold) trading
Related subjects:
Business and economics,
Business management,
Management accounting, financial controlling, cost calculation, investment,
Management, organization, corporate governance,
Business development, change management, cooperation,
Entrepreneurship

© 2026 Cristi Spulbăr, Cezar Cătălin Ene, published by Lucian Blaga University of Sibiu
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Volume 20 (2025): Issue 3 (December 2025)
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