Extreme Market Prediction for Trading Signal with Deep Recurrent Neural Network.
Zhichen LuWen LongYing GuoPublished in: ICCS (2) (2018)
Keyphrases
- recurrent neural networks
- chaotic time series
- foreign exchange
- complex valued
- financial markets
- trading strategies
- market data
- stock exchange
- neural network
- futures market
- prediction accuracy
- feed forward
- electronic markets
- recurrent networks
- long short term memory
- agent mediated
- hidden layer
- trading systems
- extreme values
- echo state networks
- stock market
- electricity markets
- decision making
- non stationary
- financial time series
- signal processing
- feedforward neural networks
- reservoir computing
- trading agents
- prediction model
- neural model
- artificial neural networks
- electronic commerce
- competitive market
- stock data
- fuzzy logic
- dow jones
- learning algorithm
- nonlinear dynamic systems
- supply chain
- exchange rate