Forecasting financial time series with Boltzmann entropy through neural networks
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Publication:2109012
DOI10.1007/S10287-022-00430-2OpenAlexW4295359161MaRDI QIDQ2109012FDOQ2109012
Authors: Luca Grilli, Domenico Santoro 
Publication date: 20 December 2022
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-022-00430-2
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Cites Work
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- Handbook of computational economics. Vol. 2: Agent-based computational economics
- A logical calculus of the ideas immanent in nervous activity
- Agent-based computational finance: Suggested readings and early research
- Exploring the dynamics of financial markets: from stock prices to strategy returns
- Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
- Quant GANs: deep generation of financial time series
- Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction
- Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data
- Deep learning for limit order books
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