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...
- 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