Deep learning with long short-term memory networks for financial market predictions
Thomas Fischer, Christopher Krauss
| 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 | Prognoseverfahren | Forecasting model | Lernen | Learning | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.11.054 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011869420