Lachiheb et al., 2018 - Google Patents
A hierarchical deep neural network design for stock returns predictionLachiheb et al., 2018
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- 10685856615240581542
- Author
- Lachiheb O
- Gouider M
- Publication year
- Publication venue
- Procedia Computer Science
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Snippet
We present in this paper a hierarchical Deep Neural Network for stock returns prediction. This DNN is trained in a high frequency context, we use 5 minutes returns of TUNINDEX stocks in a period of 4 years. The designed network aims to predict the next 5 minutes return …
- 230000001537 neural 0 title abstract description 25
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