Výsledky vyhledávání - "Arévalo Murillo, Andrés Ricardo"

High-Frequency trading strategy based on deep neural networks

Publikováno v: Repositorio UN
Universidad Nacional de Colombia
instacron:Universidad Nacional de Colombia

Recent conceptual and engineering breakthroughs in Machine Learning (ML), particularly in Deep Neural Networks (DNN), have revolutionized the Computer Science field and have been responsible for astonishing breakthroughs in computer vision, speech re

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::1a9c75d39654f7418b7ac46301439920
http://bdigital.unal.edu.co/73054/

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Short-Term Forecasting of Financial Time Series with Deep Neural Networks

Autor: Arévalo Murillo, Andrés Ricardo

Publikováno v: Repositorio UN
Universidad Nacional de Colombia
instacron:Universidad Nacional de Colombia

In this work, a high-frequency strategy using Deep Neural Networks (DNNs) is presented. The input information to the DNN consists of: (i). Current time (hour and minute); (ii). the last n one-minute pseudo-returns, where n is the sliding window size

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::77ba7040e093a761f658c3da27177603
http://bdigital.unal.edu.co/54538/

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