Forecasting financial time series with Boltzmann entropy through neural networks

DOI10.1007/s10287-022-00430-2OpenAlexW4295359161MaRDI QIDQ2109012

Domenico Santoro, Luca Grilli

Publication date: 20 December 2022

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-022-00430-2

zbMATH Keywords

neural networksfinancial marketsBoltzmann entropycryptocurrencyprice forecastingLSTM

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Uses Software

• QuantGAN

Cites Work

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• Deep learning for limit order books
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