Predicting prices of S&P500 index using classical methods and recurrent neural networks
Mateusz Kijewskia, Robert Ślepaczuk
| Year of publication: |
2020
|
|---|---|
| Authors: | Kijewskia, Mateusz ; Ślepaczuk, Robert |
| Publisher: |
Warsaw : University of Warsaw, Faculty of Economic Sciences |
| Subject: | machine learning | recurrent neural networks | long short-term memory model | time series analysis | algorithmic investment strategies | systematic transactional systems | technical analysis | ARIMA model | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | ARMA-Modell | ARMA model | Künstliche Intelligenz | Artificial intelligence | Finanzanalyse | Financial analysis |