Classification-based financial markets prediction using deep neural networks

DOI10.3233/AF-170176zbMath1419.91611arXiv1603.08604OpenAlexW3124849400MaRDI QIDQ4586450

Jin Hoon Bang, Diego Klabjan, Matthew F. Dixon

Publication date: 13 September 2018

Published in: Algorithmic Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.08604

zbMATH Keywords

deep neural networksfinancial markets predictionFX futures

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Derivative securities (option pricing, hedging, etc.) (91G20) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

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Uses Software

• Python

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