SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Neural networks in financial trading · Study

ArticleShelves

ArticleNeural networks in financial trading

Georgios Sermpinis2019

OA

Articlegreen2019

Neural networks in financial trading

Georgios Sermpinis · Andreas Karathanasopoulos · Rafael Rosillo · David de la Fuente

41 citations·0/0 files stored·Annals of Operations Research

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stock Market Forecasting Methods Financial Markets and Investment Strategies Forecasting Techniques and Applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 41 citations exist upstream.

References

1998Forecasting with artificial neural networks:2004The Adaptive Markets Hypothesis 1996Designing a neural network for forecasting financial and economic time series 2011Using artificial neural network models in stock market index prediction 2016Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 2016Computational Intelligence and Financial Markets: A Survey and Future Directions 2010A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems 2012Technical trading revisited: False discoveries, persistence tests, and transaction costs

Cited by

2021An intelligent quantitative trading system based on intuitionistic-GRU fuzzy neural networks

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2018Soft computing hybrids for FOREX rate prediction: A comprehensive reviewarticle · 6 shared references 2020Forex exchange rate forecasting using deep recurrent neural networksarticle · 5 shared references 2018Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approacharticle · 4 shared references 2015Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinationsarticle · 4 shared references 2019Can artificial intelligence enhance the Bitcoin bonanzaarticle · 4 shared references 2019Literature review: Machine learning techniques applied to financial market predictionarticle · 3 shared references

Details

Year2019

Typearticle

Published2019-01-24

VenueAnnals of Operations Research

ISSN-L0254-5330

Languageen

Citations41

Files0 public / 0

ShelfStock Market Forecasting Methods

Identifiers

doi10.1007/s10479-019-03144-y

openalex_workW2914668013

Links

Imported from OpenAlex (CC0) — nothing here is generated.