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SSRNTrading, Microstructure & Execution

Algorithmic Stock Trading with Ensemble Deep Neural Networks

The study proposes an ensemble network that uses various graph representations and time series data for financial forecasting and investment strategy formulation.

Featured in No. 38 on 21 Feb 2024 · 1 day after release

Released
20 Feb 2024
First featured
No. 38 · 21 Feb 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4732659

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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