Are markets truly efficient? Experiments using deep learning algorithms for market movement prediction

DOI10.3390/A11090138MaRDI QIDQ2633259zbMATH OpenOpenAlexWikidataFDO

Authors Karthik Mokashi, Robbie Culkin, Sanjiv R. Das

Publication date 8 May 2019

Published in Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/a11090138

zbMATH Keywords

market efficiencydeep neural netsmarket prediction

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Mathematical modeling or simulation for problems pertaining to game theory, economics, and finance (91-10)

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Cites work

• scientific article; zbMATH DE number 1728409 (Why is no real title available?)
• A logical calculus of the ideas immanent in nervous activity
• Deep learning
• Gradient Theory of Optimal Flight Paths
• Learning representations by back-propagating errors

Cited in

(2)

• Predicting Stock Returns Using a Variable Order Markov Tree Model
• Special issue on algorithms in computational finance

Describes a project that uses

Uses Software

• Scikit
• TensorFlow

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