Deep learning with long short-term memory networks for financial market predictions
Year of publication: |
16 October 2018
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Authors: | Fischer, Thomas ; Krauss, Christopher |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 270.2018, 2 (16.10.), p. 654-669
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Subject: | Finance | Statistical arbitrage | LSTM | Machine learning | Deep learning | Künstliche Intelligenz | Artificial intelligence | Finanzmarkt | Financial market | Lernprozess | Learning process | Lernen | Learning | Prognoseverfahren | Forecasting model | Arbitrage |
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