A hybrid convolutional neural network with long short-term memory for statistical arbitrage
P. Eggebrecht, E. Lütkebohmert
| Year of publication: |
2023
|
|---|---|
| Authors: | Eggebrecht, P. ; Lütkebohmert, Eva |
| Subject: | Convolutional neural network | Deep learning | Long short-term memory | Pairs trading | Statistical arbitrage | Neuronale Netze | Neural networks | Arbitrage | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2181707 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304278