Deep learning with long short-term memory networks for financial market predictions
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Publication:1651723
DOI10.1016/j.ejor.2017.11.054zbMath1403.91387OpenAlexW2624385633MaRDI QIDQ1651723
Christopher Krauss, Thomas G. Fischer
Publication date: 12 July 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/157808
Inference from stochastic processes and prediction (62M20) Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80)
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Uses Software
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- Pairs trading with partial cointegration
- Pairs trading based on statistical variability of the spread process
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- Random forests
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