High-Frequency trading strategy based on deep neural networks

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 recognition, facial recognition, transaction fraud d...

Full description

Autores:
Arévalo Murillo, Andrés Ricardo
Tipo de recurso:
Doctoral thesis
Fecha de publicación:
2019
Institución:
Universidad Nacional de Colombia
Repositorio:
Universidad Nacional de Colombia
Idioma:
spa
OAI Identifier:
oai:repositorio.unal.edu.co:unal/76551
Acceso en línea:
https://repositorio.unal.edu.co/handle/unal/76551
http://bdigital.unal.edu.co/73054/
Palabra clave:
Short-term price Forecasting
High-frequency financial data
High-frequency Trading
Algorithmic Trading
Deep Neural Networks
Discrete Wavelet Transform
Computational Finance
Transformación discreta de wavelets
Previsión de precios a corto plazo
Datos financieros de alta frecuencia
Trading de alta frecuencia
Trading algorítmico
Redes neuronales profundas
Finanzas computacionales
Rights
openAccess
License
Atribución-NoComercial 4.0 Internacional