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  • Deep learning for stock market trading : a superior trading strategy?
    Fister, Dušan ...
    Deep-learning initiatives have vastly changed the analysis of data. Complex networks became accessible to anyone in any research area. In this paper we are proposing a deep-learning long short-term ... memory network (LSTM) for automated stock trading. A mechanical trading system is used to evaluate its performance. The proposed solution is compared to traditional trading strategies, i.e., passive and rule-based trading strategies, as well as machine learning classifiers. We have discovered that the deep-learning long short-term memory network has outperformed other trading strategies for the German blue-chip stock, BMW, during the 2010-2018 period.
    Source: Neural network world : international journal on non-standard computing and artificial intelligence. - ISSN 1210-0552 (Vol. 29, no.3, 2019, str. 151-171)
    Type of material - article, component part
    Publish date - 2019
    Language - english
    COBISS.SI-ID - 13363996

    Link(s):

    http://nnw.cz/doi/2019/NNW.2019.29.011.pdf
    DOI

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