Ultra-short term trading using a neural-network based ensemble of financial technical indicators in a closed world market.
Theodoros ZafeiriouDimitris KallesPublished in: Intell. Decis. Technol. (2022)
Keyphrases
- short term
- technical indicators
- stock market
- closed world
- foreign exchange
- trading systems
- stock price
- long term
- financial markets
- open world
- financial time series
- stock exchange
- financial data
- data exchange
- trading strategies
- short term and long term
- long term memory
- short and long term
- early warning
- medium term
- arima model
- neural network
- null values
- exchange rate
- load forecasting
- forecasting model
- incomplete information
- power generation
- data mining