Ensembled LSTM with walk forward optimization in algorithmic trading
Year of publication: |
2023
|
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Authors: | Chojnacki, Karol ; Ślepaczuk, Robert |
Publisher: |
Warsaw : University of Warsaw, Faculty of Economic Sciences |
Subject: | Algorithmic Investment Strategies | Machine Learning | Recurrent Neural Networks | Long Short-Term Memory | XGBoost | Walk Forward Optimization | Trading algorithms | Technical Analysis Indicators | Theorie | Theory | Neuronale Netze | Neural networks | Algorithmus | Algorithm | Finanzanalyse | Financial analysis | Elektronisches Handelssystem | Electronic trading | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Künstliche Intelligenz | Artificial intelligence | Anlageverhalten | Behavioural finance |
Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
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Series: | Working papers. - Warsaw : [Faculty of Economic Sciences, University of Warsaw], ZDB-ID 2890271-3. - Vol. no. 2023, 15 = 422 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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