An arbitrage strategy model for ferrous metal futures based on LSTM neural network (Q5382110)
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scientific article; zbMATH DE number 7071686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An arbitrage strategy model for ferrous metal futures based on LSTM neural network |
scientific article; zbMATH DE number 7071686 |
Statements
21 June 2019
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ferrous metal futures
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cross-commodity arbitrage arbitrage
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cointegration
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LSTM neural network
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An arbitrage strategy model for ferrous metal futures based on LSTM neural network (English)
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