Convolutional Neural Network-based a Novel Deep Trend Following Strategy for Stock Market Trading.
Jagdish ChakoleManish P. KurhekarPublished in: CIKM Workshops (2021)
Keyphrases
- stock market
- trading strategies
- stock exchange
- trading rules
- stock data
- financial markets
- stock trading
- investment strategies
- trading systems
- trading signals
- short term
- deep learning
- technical indicators
- stock price
- foreign exchange
- trading agents
- financial time series
- stock index
- financial data
- listed companies
- stock index futures
- garch model
- financial information
- financial news
- trend analysis
- neural network
- test bed
- stock returns
- long term
- market data
- portfolio optimization
- chinese stock market
- portfolio selection
- news articles
- stock market data