A novel recurrent neural network based online portfolio analysis for high frequency trading

Authors: Xinwei Cao, Adam Francis, Pu Xujin, Zenan Zhang, Vasilios Katsikis, Predrag Stanimirović, Ivona Brajević, Shuai Li

Category: M20

Volume - 233 Publisher - Expert Systems with Applications, DOI - https://doi.org/10.1016/j.eswa.2023.120934 Year - 2023 ISSN - 0957-4174 URL - https://www.sciencedirect.com/science/article/pii/S0957417423014367?dgcid=SSRN_redirect_SD&ssrnid=4185668

Cao, X., Francis, A., Xujin, P., Zhang, Z., Katsikis, V., Stanimirović, P., Brajević, I., & Li, S. (2023). A novel recurrent neural network based online portfolio analysis for high frequency trading. Expert Systems with Applications,, 233. https://doi.org/https://doi.org/10.1016/j.eswa.2023.120934

X. Cao et al., "A novel recurrent neural network based online portfolio analysis for high frequency trading," Expert Systems with Applications,, vol. 233, 2023. doi: https://doi.org/10.1016/j.eswa.2023.120934.

@misc{Cao2023Anovelrecu,
  author       = { Cao, Xinwei and Francis, Adam and Xujin, Pu and Zhang, Zenan and Katsikis, Vasilios and Stanimirovi{\'c}, Predrag and Brajevi{\'c}, Ivona and Li, Shuai},
  title        = {A novel recurrent neural network based online portfolio analysis for high frequency trading},
  year         = {2023},
  publisher    = {Expert Systems with Applications,},
  url          = {https://www.sciencedirect.com/science/article/pii/S0957417423014367?dgcid=SSRN_redirect_SD&ssrnid=4185668},
  note         = {Available online}
}