Trading by estimating the quantized forward distribution
Year of publication: |
2018
|
---|---|
Authors: | Ceffer, Attila ; Fogarasi, Norbert ; Levendovszky, Janos |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 59, p. 6397-6405
|
Subject: | Algorithmic trading | conditional probability distribution | neural networks | quantization | Neuronale Netze | Neural networks | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Elektronisches Handelssystem | Electronic trading | Schätztheorie | Estimation theory |
-
Low complexity algorithmic trading by feedforward neural networks
Levendovszky, J., (2019)
-
Inference using simulated neural moments
Creel, Michael D., (2021)
-
Alaminos, David, (2024)
- More ...
-
Applying independent component analysis and predictive systems for algorithmic trading
Ceffer, Attila, (2019)
-
Sparse, mean reverting portfolio selection using simulated annealing
Fogarasi, Norbert, (2013)
-
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert, (2017)
- More ...