Classification-based financial markets prediction using deep neural networks-Reference-Cited by-同舟云学术

Classification-based financial markets prediction using deep neural networks

Published:2017-12-21 Issue:3-4 Volume:6 Page:67-77
ISSN:2158-5571
Container-title:Algorithmic Finance
language:
Short-container-title:AF

Author:

Dixon Matthew¹,Klabjan Diego²,Bang Jin Hoon³

Affiliation:

1. Stuart School of Business, Illinois Institute of Technology, Chicago, IL, USA

2. Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL, USA

3. Department of Computer Science, Northwestern University, Evanston, IL, USA

Publisher

IOS Press

Subject

Computational Mathematics,Computer Science Applications,Computer Vision and Pattern Recognition,Finance

Reference16 articles.

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3. Time series forecasting with neural networks: A comparative study using the air line data;Faraway;Journal of the Royal Statistical Society: Series C (Applied Statistics),1998

4. Golan A. , Judge G. , Miller D. , 1996. Maximum Entropy Econometrics: Robust Estimation with Limited Data. John Wiley & Sons, March. ISBN, 0471953113.

5. Jeffers J. , Reinders J. , 2013. Intel Xeon Phi Coprocessor High Performance Pro-gramming. Morgan Kaufmann Publishers Inc., San Francisco, CA, USA, 1st edition. ISBN, 9780124104945.

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