Encoding of high-frequency order information and prediction of short-term stock price by deep learning
Year of publication: |
2019
|
---|---|
Authors: | Tashiro, Daigo ; Matsushima, Hiroyasu ; Izumi, Kiyoshi ; Sakaji, Hiroki |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 9, p. 1499-1506
|
Subject: | Convolutional neural network | Deep learning | Mid-price trend forecast | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Börsenkurs | Share price | Lernprozess | Learning process | Prognose | Forecast | Theorie | Theory |
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