Are markets truly efficient? Experiments using deep learning algorithms for market movement prediction

DOI10.3390/a11090138zbMath1461.91005OpenAlexW2892249773WikidataQ129238372 ScholiaQ129238372MaRDI QIDQ2633259

Robbie Culkin, Karthik Mokashi, Sanjiv Ranjan Das

Publication date: 8 May 2019

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a11090138

zbMATH Keywords

market efficiencydeep neural netsmarket prediction

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Mathematical modeling or simulation for problems pertaining to game theory, economics, and finance (91-10)

Related Items (1)

Special issue on algorithms in computational finance

Uses Software

• Scikit
• TensorFlow

Cites Work

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• Gradient Theory of Optimal Flight Paths
• Learning representations by back-propagating errors
• A logical calculus of the ideas immanent in nervous activity

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