LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index.
Jakub MichankówPawel SakowskiRobert SlepaczukPublished in: Sensors (2022)
Keyphrases
- investment strategies
- stock market
- stock price
- stock exchange
- futures market
- financial markets
- financial time series
- trading systems
- recurrent neural networks
- short term
- garch model
- block truncation coding
- non stationary
- trading strategies
- financial data
- long term
- information extraction
- neural network
- knn
- decision making