Financial technical indicator and algorithmic trading strategy based on machine learning and alternative data
Year of publication: |
2022
|
---|---|
Authors: | Frattini, Andrea ; Bianchini, Ilaria ; Garzonio, Alessio ; Mercuri, Lorenzo |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 12, Art.-No. 225, p. 1-24
|
Subject: | trading strategy | XGBoost | LightGBM | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance | Elektronisches Handelssystem | Electronic trading | Finanzanalyse | Financial analysis | Künstliche Intelligenz | Artificial intelligence |
-
Kryńska, Katarzyna, (2022)
-
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol, (2023)
-
McDowell, Bennett A., (2010)
- More ...
-
Discrete‐Time Approximation of a Cogarch( p , q ) Model and its Estimation
Iacus, Stefano M., (2018)
-
On Properties of the MixedTS Distribution and Its Multivariate Extension
Hitaj, Asmerilda, (2018)
-
Option pricing in a Garch model with tempered stable innovations
Mercuri, Lorenzo, (2008)
- More ...