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

DOI10.3390/A11090138zbMATH Open1461.91005OpenAlexW2892249773WikidataQ129238372 ScholiaQ129238372MaRDI QIDQ2633259FDOQ2633259

Authors: Karthik Mokashi, Robbie Culkin, Sanjiv R. Das 

Publication date: 8 May 2019

Published in: Algorithms (Search for Journal in Brave)

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

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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)

Cites Work

• Learning representations by back-propagating errors
• Deep learning
• A logical calculus of the ideas immanent in nervous activity
• Title not available (Why is that?)
• Gradient Theory of Optimal Flight Paths

Cited In (2)

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

Uses Software

• Scikit
• TensorFlow

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