Classification-based financial markets prediction using deep neural networks.
Matthew DixonDiego KlabjanJin Hoon BangPublished in: Algorithmic Finance (2017)
Keyphrases
- neural network
- financial markets
- pattern recognition
- neural networks and support vector machines
- multi layer perceptron
- machine learning
- feature selection
- supervised learning
- text classification
- stock market
- market data
- image classification
- prediction model
- artificial neural networks
- portfolio selection
- financial time series
- information systems