Deep Learning for Financial Time Series Forecasting in A-Trader System

Jerzy Korczak, Marcin Hernes. Deep Learning for Financial Time Series Forecasting in A-Trader System. In Maria Ganzha, Leszek A. Maciaszek, Marcin Paprzycki, editors, Proceedings of the 2017 Federated Conference on Computer Science and Information Systems, FedCSIS 2017, Prague, Czech Republic, September 3-6, 2017. pages 905-912, 2017. [doi]

@inproceedings{KorczakH17,
  title = {Deep Learning for Financial Time Series Forecasting in A-Trader System},
  author = {Jerzy Korczak and Marcin Hernes},
  year = {2017},
  doi = {10.15439/2017F449},
  url = {https://doi.org/10.15439/2017F449},
  researchr = {https://researchr.org/publication/KorczakH17},
  cites = {0},
  citedby = {0},
  pages = {905-912},
  booktitle = {Proceedings of the 2017 Federated Conference on Computer Science and Information Systems, FedCSIS 2017, Prague, Czech Republic, September 3-6, 2017},
  editor = {Maria Ganzha and Leszek A. Maciaszek and Marcin Paprzycki},
  isbn = {978-83-946253-9-9},
}