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High-performance stock index trading via neural networks and trees · Study

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ArticleHigh-performance stock index trading via neural networks and trees

Chariton Chalvatzis2020

Article2020

High-performance stock index trading via neural networks and trees

Chariton Chalvatzis · Dimitrios Hristu‐Varsakelis

35 citations·0/0 files stored·Applied Soft Computing

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Stock Market Forecasting Methods Financial Markets and Investment Strategies Financial Analysis and Corporate Governance

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References

1993Common risk factors in the returns on stocks and bonds 2017Deep learning with long short-term memory networks for financial market predictions 2004The Capital Asset Pricing Model: Theory and Evidence 2018Statistical and Machine Learning forecasting methods: Concerns and ways forward 2017A deep learning framework for financial time series using stacked autoencoders and long-short term memory 2017Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies 2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading 2016Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500

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2023Artificial Intelligence and Machine Learning in Financial Services to Improve the Business System

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Year2020

Typearticle

Published2020-07-27

VenueApplied Soft Computing

ISSN-L1568-4946

Languageen

Citations35

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1016/j.asoc.2020.106567

openalex_workW3045208256

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