Deep learning with long short-term memory networks for financial market predictions
From MaRDI portal
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)
Related Items (29)
Credit default prediction from user-generated text in peer-to-peer lending using deep learning ⋮ APPLICATION OF FRACTAL NEURAL NETWORK IN NETWORK SECURITY SITUATION AWARENESS ⋮ QuantNet: transferring learning across trading strategies ⋮ Stock market prediction based on adaptive training algorithm in machine learning ⋮ Cross-correlation and forecast impact of public attention on USD/CNY exchange rate: evidence from Baidu index ⋮ Voting: a machine learning approach ⋮ Analysis of the environmental trend of network finance and its influence on traditional commercial banks ⋮ Machine Learning Surrogate Modeling for Meshless Methods: Leveraging Universal Approximation ⋮ Separating the signal from the noise -- financial machine learning for Twitter ⋮ Pairs trading via unsupervised learning ⋮ To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from virtual globes and its rate of diffusion in a financial market ⋮ Large data sets and machine learning: applications to statistical arbitrage ⋮ The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods ⋮ Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks ⋮ A hybrid convolutional neural network with long short-term memory for statistical arbitrage ⋮ A measure of market volatility based on F-transform ⋮ Time Series Prediction with LSTM Networks and Its Application to Equity Investment ⋮ A multilayer feedforward perceptron model in neural networks for predicting stock market short-term trends ⋮ The value of text for small business default prediction: a deep learning approach ⋮ Revealing pairs-trading opportunities with long short-term memory networks ⋮ Deep reinforcement learning for the optimal placement of cryptocurrency limit orders ⋮ Forecasting and planning during a pandemic: COVID-19 growth rates, supply chain disruptions, and governmental decisions ⋮ Option valuation under no-arbitrage constraints with neural networks ⋮ Deep autoencoder based energy method for the bending, vibration, and buckling analysis of Kirchhoff plates with transfer learning ⋮ A novel intelligent option price forecasting and trading system by multiple kernel adaptive filters ⋮ Transaction activity and bitcoin realized volatility ⋮ The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm ⋮ Stock market predictions using FastRNN-based model ⋮ Extending business failure prediction models with textual website content using deep learning
Uses Software
Cites Work
- Unnamed Item
- Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500
- Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization
- Statistical arbitrage in the US equities market
- Pairs trading with partial cointegration
- Pairs trading based on statistical variability of the spread process
- Noisy time series prediction using recurrent neural networks and grammatical inference
- Random forests
This page was built for publication: Deep learning with long short-term memory networks for financial market predictions
