A hybrid convolutional neural network with long short-term memory for statistical arbitrage
P. Eggebrecht, E. Lütkebohmert
| Year of publication: |
2023
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|---|---|
| Authors: | Eggebrecht, P. ; Lütkebohmert-Holtz, Eva |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 4, p. 595-613
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| 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