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pro vyhledávání: '"Bekezin, Nikita"'
Autor:
Sangadiev, Aiusha, Rivera-Castro, Rodrigo, Stepanov, Kirill, Poddubny, Andrey, Bubenchikov, Kirill, Bekezin, Nikita, Pilyugina, Polina, Burnaev, Evgeny
This work proposes DeepFolio, a new model for deep portfolio management based on data from limit order books (LOB). DeepFolio solves problems found in the state-of-the-art for LOB data to predict price movements. Our evaluation consists of two scenar
Externí odkaz:
http://arxiv.org/abs/2008.12152