Ensembled LSTM with walk forward optimization in algorithmic trading
Karol Chojnacki, Robert Ślepaczuk
| Year of publication: |
2023
|
|---|---|
| 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 | Algorithmus | Algorithm | Neuronale Netze | Neural networks | Finanzanalyse | Financial analysis | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Elektronisches Handelssystem | Electronic trading | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance |
freely available
| Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - Warsaw : [Faculty of Economic Sciences, University of Warsaw], ISSN 2957-0506, 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 |
Persistent link: https://www.econbiz.de/10014308890