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High-Frequency Trading Strategy Based on Deep Neural Networks
7 references·10 citing·44 second hop
High-Frequency Trading Strategy Based on Deep Neural Networks (2016)High-Frequency Trading Strategy Based on …The Econometric Modelling of Financial Time Series (2008)The Econometric Modelling of …Analysis of Financial Time Series (2006)Analysis of Financial Time Se…25 years of time series forecasting (2006)25 years of time series forec…Analysis of Financial Time Series (2005)Analysis of Financial Time Se…Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Technical analysis of the fin…Designing a neural network for forecasting financial and economic time series (1996)Designing a neural network fo…Neural Networks in Finance and Investing: Using Artificial Intelligence to Improve Real-World Performance (1992)Neural Networks in Finance an…Stock Price Prediction Using a Frequency Decomposition Based GRU Transformer Neural Network (2022)Stock Price Prediction Using …GCNET: Graph-based prediction of stock price movement using graph 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this work references cited by second hop

References

  • 2006Analysis of Financial Time Series2,348 cited
  • 200625 years of time series forecasting1,589 cited
  • 2005Analysis of Financial Time Series1,350 cited
  • 1996Designing a neural network for forecasting financial and economic time series1,092 cited
  • 1999Technical analysis of the financial markets: a comprehensive guide to trading methods and applications771 cited
  • 1992Neural Networks in Finance and Investing: Using Artificial Intelligence to Improve Real-World Performance285 cited
  • 2008The Econometric Modelling of Financial Time Series181 cited

Cited by

  • 2018Replicating a Trading Strategy by Means of LSTM for Financial Industry Applications91 cited
  • 2020Enhanced Prediction of Intra-day Stock Market Using Metaheuristic Optimization on RNN–LSTM Network90 cited
  • 2022A New CNN-Based Model for Financial Time Series: TAIEX and FTSE Stocks Forecasting77 cited
  • 2022Stock Price Prediction Using a Frequency Decomposition Based GRU Transformer Neural Network72 cited
  • 2019A novel CNN-DDPG based AI-trader: Performance and roles in business operations70 cited
  • 2019Deep architectures for long-term stock price prediction with a heuristic-based strategy for trading simulations69 cited
  • 2017A Double-Layer Neural Network Framework for High-Frequency Forecasting

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67 cited
  • 2022GCNET: Graph-based prediction of stock price movement using graph convolutional network59 cited
  • 2019The Democratization of Artificial Intelligence24 cited
  • 2019The Democratization of Artificial Intelligence23 cited