Decoding the Unique Price Behavior in the Japanese Stock Market with Convolutional Neural Networks
Year of publication: |
[2023]
|
---|---|
Authors: | Okada, Katsuhiko ; Hamuro, Yukinobu ; Nakasuji, Moe |
Publisher: |
[S.l.] : SSRN |
Subject: | Japan | Neuronale Netze | Neural networks | Aktienmarkt | Stock market | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 31, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4478013 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Stock Returns Forecast : An Examination By Means of Artificial Neural Networks
Iglesias Caride, Martín, (2018)
-
Impact of public news sentiment on stock market index return and volatility
Anese, Gianluca, (2021)
-
Bellia, Mario, (2016)
- More ...
-
Azuma, Takahiro, (2014)
-
Titman, Sheridan, (2014)
-
Financial forecasting in the lab and the field: Qualified professionals vs. smart students
Te, Bao, (2022)
- More ...