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Table 1 Top 3 stock performance by simulation period

From: An LSTM and GRU based trading strategy adapted to the Moroccan market

Start date End date Stock \(\theta\) Annualized return(%)
2010 2012 LBV 1.007 18.459
2010 2012 CDM 1.011 13.217
2010 2012 MDP 1.052 10.106
2011 2013 LBV 1.007 14.731
2011 2013 JET 1.010 12.640
2011 2013 BMCI 1.012 12.204
2012 2014 MDP 1.026 16.947
2012 2014 LBV 1.014 16.725
2012 2014 ATH 1.012 15.098
2013 2015 COL 1.007 29.441
2013 2015 ATH 1.009 23.062
2013 2015 SNA 1.010 19.321