Deep learning for financial time series forecasting in A-Trader system

Proceedings of the 2017 Federated Conference on Computer Science and Information Systems, FedCSIS 2017

Volumn , Issue , 2017, Pages 905-912

  Korczak, Jerzy ^a   Hemes, Marcin ^a  

^a WROCLAW UNIVERSITY OF ECONOMICS   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE; DEEP LEARNING; FINANCE; FINANCIAL DATA PROCESSING; INFORMATION SYSTEMS; MULTI AGENT SYSTEMS; TIME SERIES; WATER;

CLASSICAL NEURAL NETWORKS; FINANCIAL TIME SERIES; FINANCIAL TIME SERIES FORECASTING; FOREX MARKETS; INVESTMENT STRATEGY; LEARNING MODELS; MULTI AGENT; STOCK TRADING SYSTEM;

ELECTRONIC TRADING;

EID: 85039923580     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.15439/2017F449     Document Type: Conference Paper

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