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Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices.

Jakub MichankówPawel SakowskiRobert Slepaczuk
Published in: CoRR (2023)
Keyphrases
  • investment strategies
  • stock market
  • stock price
  • neural network
  • probabilistic model
  • autoregressive