NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading.
Hsiang-Hui LiuHan-Jay ShuWei-Ning ChiuPublished in: CoRR (2023)
Keyphrases
- stock trading
- stock data
- trading systems
- prediction accuracy
- stock market
- stock exchange
- financial time series
- quantitative measures
- investment strategies
- prediction model
- trading strategies
- qualitative and quantitative
- case study
- prediction error
- financial information
- prediction algorithm
- technical indicators
- sharpe ratio
- learning rate
- stock price
- machine learning
- quantitative and qualitative
- regression model
- non stationary
- video sequences
- image sequences
- decision trees
- genetic algorithm