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

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

doi:10.1016/j.eswa.2023.120934

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A novel recurrent neural network based online portfolio an…

Journal article M21a, paper in an international journal of exceptional value

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

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

Expert Systems with Applications,, 233, 2023

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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/10.1016/j.eswa.2023.120934

@article{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},
  journal      = {Expert Systems with Applications,},
  year         = {2023},
  volume       = {233},
  doi          = {10.1016/j.eswa.2023.120934},
  url          = {https://www.sciencedirect.com/science/article/pii/S0957417423014367?dgcid=SSRN_redirect_SD&ssrnid=4185668},
  note         = {Available online}
}

TY  - JOUR
AU  - Cao, Xinwei
AU  - Francis, Adam
AU  - Xujin, Pu
AU  - Zhang, Zenan
AU  - Katsikis, Vasilios
AU  - Stanimirović, Predrag
AU  - Brajević, Ivona
AU  - Li, Shuai
TI  - A novel recurrent neural network based online portfolio analysis for high frequency trading
JO  - Expert Systems with Applications,
PY  - 2023
VL  - 233
SN  - 0957-4174
DO  - 10.1016/j.eswa.2023.120934
UR  - https://nir.mef.edu.rs/repository/handle/5ed40e24-a7a5-4be6-89c9-55aaa7c4a4a9
ER  -

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Journal: Expert Systems with Applications,
Volume: 233
Year: 2023
DOI: 10.1016/j.eswa.2023.120934
ISSN: 0957-4174

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