Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices

27 September 2023

Papers citing "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices"

3 / 3 papers shown

Title
Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning Joel Ong Dorien Herremans AI4TS 48 8 0 08 Jun 2023
Forecasting directional movements of stock prices for intraday trading using LSTM and random forests Pushpendu Ghosh Ariel Neufeld J. Sahoo AI4TS AIFin 27 142 0 21 Apr 2020
Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling Junyoung Chung Çağlar Gülçehre Kyunghyun Cho Yoshua Bengio 610 12,760 0 11 Dec 2014