Trading via selective classification

Author:

Chalkidis Nestoras1,Savani Rahul1

Affiliation:

1. University of Liverpool

Funder

EPSRC and ESRC Centre for Doctoral Training on Quantification and Management of Risk Uncertainty in Complex Systems Environments

Publisher

ACM

Reference25 articles.

1. Wei Bao , Jun Yue , and Yulei Rao . 2017. A deep learning framework for financial time series using stacked autoencoders and long-short term memory. PloS one 12, 7 ( 2017 ). Wei Bao, Jun Yue, and Yulei Rao. 2017. A deep learning framework for financial time series using stacked autoencoders and long-short term memory. PloS one 12, 7 (2017).

2. An ensemble of LSTM neural networks for high‐frequency stock market classification

3. Jean-Philippe Bouchaud , Julius Bonart , Jonathan Donier , and Martin Gould . 2018. Trades , quotes and prices: financial markets under the microscope . Cambridge University Press . Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier, and Martin Gould. 2018. Trades, quotes and prices: financial markets under the microscope. Cambridge University Press.

4. An Analysis of Transformations

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3