Deep Learning can Replicate Adaptive Traders in a Limit-Order-Book Financial Market
Author:
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/8610062/8628618/08628854.pdf?arnumber=8628854
Cited by 10 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Adding Supply/Demand Imbalance-Sensitivity to Simple Automated Trader-Agents;Lecture Notes in Computer Science;2022
2. Deep Learning-Based Automated Learning Environment Using Smart Data to Improve Corporate Marketing, Business Strategies, Fraud Detection in Financial Services, and Financial Time Series Forecasting;International Conference on Managing Business Through Web Analytics;2022
3. Bit by bit;Proceedings of the Second ACM International Conference on AI in Finance;2021-11-03
4. A multicriteria optimization approach for the stock market feature selection;Computer Science and Information Systems;2021
5. Market Impact in Trader-agents: Adding Multi-level Order-flow Imbalance-sensitivity to Automated Trading Systems;Proceedings of the 13th International Conference on Agents and Artificial Intelligence;2021
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