Classiffication-based Financial Markets Prediction using Deep Neural Networks.
Matthew DixonDiego KlabjanJin Hoon BangPublished in: CoRR (2016)
Keyphrases
- financial markets
- neural network
- stock market
- financial time series
- stock price
- technical indicators
- prediction model
- portfolio selection
- agent based modeling
- artificial neural networks
- risk management
- market data
- stock returns
- portfolio theory
- case study
- data analysis
- stock exchange
- trading strategies
- keywords
- feature selection
- machine learning
- data mining