Trading Strategy Validation Using Forwardtesting with Deep Neural Networks

Ivan Letteri, Giuseppe Della Penna, Giovanni De Gasperis, Abeer Dyoub. Trading Strategy Validation Using Forwardtesting with Deep Neural Networks. In Mitra Arami, Patricia Baudier, Victor Chang 0001, editors, Proceedings of the 5th International Conference on Finance, Economics, Management and IT Business, FEMIB 2023, Prague, Czech Republic, April 23-24, 2023. pages 15-25, SCITEPRESS, 2023. [doi]

@inproceedings{LetteriPGD23,
  title = {Trading Strategy Validation Using Forwardtesting with Deep Neural Networks},
  author = {Ivan Letteri and Giuseppe Della Penna and Giovanni De Gasperis and Abeer Dyoub},
  year = {2023},
  doi = {10.5220/0011715300003494},
  url = {https://doi.org/10.5220/0011715300003494},
  researchr = {https://researchr.org/publication/LetteriPGD23},
  cites = {0},
  citedby = {0},
  pages = {15-25},
  booktitle = {Proceedings of the 5th International Conference on Finance, Economics, Management and IT Business, FEMIB 2023, Prague, Czech Republic, April 23-24, 2023},
  editor = {Mitra Arami and Patricia Baudier and Victor Chang 0001},
  publisher = {SCITEPRESS},
  isbn = {978-989-758-646-0},
}