Algorithmic Trading Using Deep Neural Networks on High Frequency Data

Andrés Arévalo, Jaime Niño, German Hernandez, Javier Sandoval, Diego León, Arbey Aragón. Algorithmic Trading Using Deep Neural Networks on High Frequency Data. In Juan Carlos Figueroa García, Eduyn Ramiro López-Santana, José Luis Villa-Ramírez, Roberto Ferro Escobar, editors, Applied Computer Sciences in Engineering - 4th Workshop on Engineering Applications, WEA 2017, Cartagena, Colombia, September 27-29, 2017, Proceedings. Volume 742 of Communications in Computer and Information Science, pages 144-155, Springer, 2017. [doi]

@inproceedings{ArevaloNHSLA17,
  title = {Algorithmic Trading Using Deep Neural Networks on High Frequency Data},
  author = {Andrés Arévalo and Jaime Niño and German Hernandez and Javier Sandoval and Diego León and Arbey Aragón},
  year = {2017},
  doi = {10.1007/978-3-319-66963-2_14},
  url = {https://doi.org/10.1007/978-3-319-66963-2_14},
  researchr = {https://researchr.org/publication/ArevaloNHSLA17},
  cites = {0},
  citedby = {0},
  pages = {144-155},
  booktitle = {Applied Computer Sciences in Engineering - 4th Workshop on Engineering Applications, WEA 2017, Cartagena, Colombia, September 27-29, 2017, Proceedings},
  editor = {Juan Carlos Figueroa García and Eduyn Ramiro López-Santana and José Luis Villa-Ramírez and Roberto Ferro Escobar},
  volume = {742},
  series = {Communications in Computer and Information Science},
  publisher = {Springer},
  isbn = {978-3-319-66963-2},
}