Deep learning with long short-term memory networks for financial market predictions
type: Item
instance of: scholarly article
title: Deep learning with long short-term memory networks for financial market predictions
zbMATH Open document ID: 1403.91387
author: Christopher Krauss
author: Thomas G. Fischer
published in: European Journal of Operational Research
publication date: 2018-07-12T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/157808
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 68T05
zbMATH DE Number: 6902961
zbMATH Keywords: finance
zbMATH Keywords: statistical arbitrage
zbMATH Keywords: LSTM
zbMATH Keywords: machine learning
zbMATH Keywords: deep learning
describes a project that uses: TensorFlow
describes a project that uses: NumPy
describes a project that uses: PerformanceAnalytics
describes a project that uses: Rmpfr
describes a project that uses: Keras
describes a project that uses: R
describes a project that uses: LSTM
describes a project that uses: Scikit
describes a project that uses: RMSprop
describes a project that uses: GitHub
MaRDI profile type: Publication
OpenAlex ID: W2624385633
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DOI: 10.1016/J.EJOR.2017.11.054
description: scientific article; zbMATH DE number 6902961