Maeda, Iwao; DeGraw, David; Kitano, Michiharu; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/71, pp. 1-17
Prediction of financial market data with deep learning models has achieved some level of recent success. However, historical financial data suffer from an unknowable state space, limited observations, and the inability to model the impact of your own actions on the market can often be...