Neural networks in financial trading

DOI10.1007/s10479-019-03144-yzbMath1462.91019OpenAlexW2914668013MaRDI QIDQ829154

David de la Fuente, Georgios Sermpinis, Andreas Karathanasopoulos, Rafael Rosillo

Publication date: 5 May 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://eprints.gla.ac.uk/178881/1/178881.pdf

zbMATH Keywords

neural networksforecastingtradingmultiple hypothesis testing

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Financial markets (91G15)

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Cites Work

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• Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
• The Stationary Bootstrap
• A Reality Check for Data Snooping
• A Direct Approach to False Discovery Rates
• Forecasting Performance of Nonlinear Models for Intraday Stock Returns

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