Enhancing Time Series Momentum Strategies Using Deep Neural Networks.
Bryan LimStefan ZohrenStephen J. RobertsPublished in: CoRR (2019)
Keyphrases
- neural network
- pattern recognition
- artificial neural networks
- non stationary
- learning rate
- multi layer
- long term
- fuzzy logic
- fuzzy systems
- fault diagnosis
- neural network model
- turning points
- real time
- optimal strategy
- hidden layer
- search strategies
- computational intelligence
- multi agent
- artificial intelligence
- data sets