Machine Learning and AI in Finance
Latest Publications

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11

(FIVE YEARS 11)

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0

(FIVE YEARS 0)

Published By Routledge

9781003145714

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction

Machine Learning and AI in Finance ◽

10.4324/9781003145714-7 ◽

2021 ◽

pp. 60-67

Author(s):

Shun Chen ◽

Lei Ge

Keyword(s):

Hong Kong ◽

Stock Price ◽

Attention Mechanism ◽

Price Movement ◽

Movement Prediction

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Encoding of high-frequency order information and prediction of short-term stock price by deep learning

Machine Learning and AI in Finance ◽

10.4324/9781003145714-6 ◽

2021 ◽

pp. 52-59

Author(s):

Daigo Tashiro ◽

Hiroyasu Matsushima ◽

Kiyoshi Izumi ◽

Hiroki Sakaji

Keyword(s):

Deep Learning ◽

High Frequency ◽

Stock Price ◽

Order Information ◽

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Detection of false investment strategies using unsupervised learning methods

Machine Learning and AI in Finance ◽

10.4324/9781003145714-11 ◽

2021 ◽

pp. 105-115

Author(s):

Marcos López de Prado ◽

Michael J. Lewis

Keyword(s):

Unsupervised Learning ◽

Investment Strategies ◽

Learning Methods

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Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics

Machine Learning and AI in Finance ◽

10.4324/9781003145714-4 ◽

2021 ◽

pp. 27-43

Author(s):

Ying Chen ◽

Wee Song Chua ◽

Wolfgang Karl Härdle

Keyword(s):

Limit Order Book ◽

Limit Order ◽

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Far from the madding crowd: collective wisdom in prediction markets

Machine Learning and AI in Finance ◽

10.4324/9781003145714-3 ◽

2021 ◽

pp. 16-26

Author(s):

G. Bottazzi ◽

D. Giachini

Keyword(s):

Prediction Markets ◽

Collective Wisdom

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Forecasting market states

Machine Learning and AI in Finance ◽

10.4324/9781003145714-5 ◽

2021 ◽

pp. 44-51

Author(s):

Pier Francesco Procacci ◽

Tomaso Aste

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A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures

Machine Learning and AI in Finance ◽

10.4324/9781003145714-9 ◽

2021 ◽

pp. 82-93

Author(s):

Germán G. Creamer ◽

Chihoon Lee

Keyword(s):

Machine Learning ◽

Causality Test ◽

Distance Correlation ◽

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The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios

Machine Learning and AI in Finance ◽

10.4324/9781003145714-10 ◽

2021 ◽

pp. 94-104

Author(s):

Igor Halperin

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Learning multi-market microstructure from order book data

Machine Learning and AI in Finance ◽

10.4324/9781003145714-8 ◽

2021 ◽

pp. 69-81

Author(s):

Geonhwan Ju ◽

Kyoung-Kuk Kim ◽

Dong-Young Lim

Keyword(s):

Market Microstructure ◽

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Universal features of price formation in financial markets: perspectives from deep learning

Machine Learning and AI in Finance ◽

10.4324/9781003145714-2 ◽

2021 ◽

pp. 5-15

Author(s):

Justin Sirignano ◽

Rama Cont

Keyword(s):

Deep Learning ◽

Financial Markets ◽

Price Formation

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