Deep Learning Meets Statistical Arbitrage: An Application of Long Short-Term Memory Networks to Algorithmic Trading.
| Autor: | Yijun Zhao1,2 yzhao11@fordham.edu, Shengjian Xu3 sxu108@fordham.edu, Ossowski, Jacek4 jossowsk@stevens.edu |
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| Zdroj: | Journal of Financial Data Science. Fall2022, Vol. 4 Issue 4, p133-150. 18p. |
| Databáze: | Business Source Ultimate |
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