LSTM-Based Quantitative Trading Using Dynamic K-Top and Kelly Criterion.

Binjing Li Keli Xie Siyuan Lu Jun Lin Zhongfeng Wang

Published in: IJCNN (2020)

Keyphrases

optimization criterion
real time
dynamic environments
recurrent neural networks
dynamically changing
feature selection
e learning
bayesian networks
multiscale
quantitative and qualitative
changing environment
trading systems
quantitative measures