Low complexity algorithmic trading by feedforward neural networks
J. Levendovszky, I. Reguly, A. Olah, A. Ceffer
| Year of publication: |
2019
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|---|---|
| Authors: | Levendovszky, J. ; Reguly, I. ; Olah, A. ; Ceffer, A. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 54.2019, 1, p. 267-279
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| Subject: | Algorithmic trading | Estimation | General Financial Markets | Asset Pricing | Neural networks | Non-linear regression | Neuronale Netze | Elektronisches Handelssystem | Electronic trading | Finanzmarkt | Financial market | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Schätztheorie | Estimation theory | Schätzung | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9720-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134157