CAN DEEP MACHINE LEARNING OUTSMART THE MARKET? A COMPARISON BETWEEN ECONOMETRIC MODELLING AND LONG- SHORT TERM MEMORY

By Eva Dezsi, Ionel Nistor. 2016

17 citations recorded by the source corpus.

Subfields: Economics & Operations Research, Time-Series & Forecasting

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics & Operations Research

1. A. Ozbayoglu
2. M. Ugur Gudelek
3. Omer Berat Sezer

In Time-Series & Forecasting

1. M. Ugur Gudelek
2. Omer Berat Sezer
3. A. Ozbayoglu
4. Weiwei Jiang
5. Longbing Cao

Citations in the corpus

• Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 (2019, methodology): “[82] Daily returns of ‘BRD’ stock in Romanian Market 2001-2016 OCHLV 1d LSTM RMSE, MAE Python, Theano”