Encoding of high-frequency order information and prediction of short-term stock price by deep learning
Daigo Tashiro, Hiroyasu Matsushima, Kiyoshi Izumi and Hiroki Sakaji
| Year of publication: |
2019
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|---|---|
| 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
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| Subject: | Convolutional neural network | Deep learning | Mid-price trend forecast | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Lernprozess | Learning process | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1622314 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194801