scientific article; zbMATH DE number 7113167

DOI10.3969/J.ISSN.0253-2778.2018.11.008MaRDI QIDQ5196351zbMATH OpenFDO

Authors Dachang Sun, Xiuchung Bi

Publication date 2 October 2019

Full work available at URL https://doi.org/10.3969/J.ISSN.0253-2778.2018.11.008

zbMATH Keywords

convolutional neural networkdeep learninghigh-frequency tradingLSTM neural networkquantitative investment

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Financial markets (91G15)

Recommendations

• Machine learning and speed in high-frequency trading
• Algorithmic and high-frequency trading
• Algorithmic trading and quantitative strategies
• Algorithmic trading with learning
• Deep differentiable reinforcement learning and optimal trading

Cited in

(8)

• Blockchain financial investment based on deep learning network algorithm
• Low-latency liquidity inefficiency strategies
• Evolution of high-frequency systematic trading: a performance-driven gradient boosting model
• Application of a TGARCH-wavelet neural network to arbitrage trading in the metal futures market in China
• Generative adversarial networks for financial trading strategies fine-tuning and combination
• Enhancing the momentum strategy through deep regression
• An arbitrage strategy model for ferrous metal futures based on LSTM neural network
• A hybrid convolutional neural network with long short-term memory for statistical arbitrage

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5196351)