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