Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices-Reference-Cited by-同舟云学术

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Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices

Published:2023 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

anon Jakub,Sakowski Paweł,Ślepaczuk Robert

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference30 articles.

1. A comparison of lstm and gru architectures with novel walk-forward approach to algorithmic investment strategy;I References;Working Papers of Faculty of Economic Sciences,2022

2. Statistical arbitrage powered by explainable artificial intelligence;S Carta;Expert Systems with Applications,2022

3. Robust optimisation in algorithmic investment strategies;S Castellano Gomez;Working Papers of Faculty of Economic Sciences,2021

4. A lstm-based method for stock returns prediction: A case study of china stock market;K Chen;2015 IEEE international conference on big data (big data),2015

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