Deep learning with long short-term memory networks for financial market predictions

Journal article
(Original article)


Publication Details

Author(s): Fischer T, Krauß C
Journal: European Journal of Operational Research
Publisher: Elsevier B.V.
Publication year: 2018
Volume: 270
Journal issue: 2
Pages range: 654-669
ISSN: 0377-2217


FAU Authors / FAU Editors

Krauß, Christopher
Lehrstuhl für Statistik und Ökonometrie


How to cite

APA:
Fischer, T., & Krauß, C. (2018). Deep learning with long short-term memory networks for financial market predictions. European Journal of Operational Research, 270(2), 654-669. https://dx.doi.org/10.1016/j.ejor.2017.11.054

MLA:
Fischer, Thomas, and Christopher Krauß. "Deep learning with long short-term memory networks for financial market predictions." European Journal of Operational Research 270.2 (2018): 654-669.

BibTeX: 

Last updated on 2019-07-01 at 03:10