Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Year of publication: |
2022
|
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Authors: | Kryńska, Katarzyna ; Ślepaczuk, Robert |
Publisher: |
Warsaw : University of Warsaw, Faculty of Economic Sciences |
Subject: | machine learning | deep learning | recurrent neural networks | LSTM | algorithmic trading | ensemble investment strategy | intra-day trading | S&P 500 Index | Bitcoin | Neuronale Netze | Neural networks | Künstliche Intelligenz | Artificial intelligence | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Virtuelle Währung | Virtual currency | Algorithmus | Algorithm |
Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
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Series: | Working papers. - Warsaw : [Faculty of Economic Sciences, University of Warsaw], ISSN 2957-0506, ZDB-ID 2890271-3. - Vol. no. 2022, 25 = 401 |
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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