Using deep learning to detect price change indications in financial markets

Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis. Using deep learning to detect price change indications in financial markets. In 25th European Signal Processing Conference, EUSIPCO 2017, Kos, Greece, August 28 - September 2, 2017. pages 2511-2515, IEEE, 2017. [doi]

@inproceedings{TsantekidisPTKG17-0,
  title = {Using deep learning to detect price change indications in financial markets},
  author = {Avraam Tsantekidis and Nikolaos Passalis and Anastasios Tefas and Juho Kanniainen and Moncef Gabbouj and Alexandros Iosifidis},
  year = {2017},
  doi = {10.23919/EUSIPCO.2017.8081663},
  url = {https://doi.org/10.23919/EUSIPCO.2017.8081663},
  researchr = {https://researchr.org/publication/TsantekidisPTKG17-0},
  cites = {0},
  citedby = {0},
  pages = {2511-2515},
  booktitle = {25th European Signal Processing Conference, EUSIPCO 2017, Kos, Greece, August 28 - September 2, 2017},
  publisher = {IEEE},
  isbn = {978-0-9928626-7-1},
}