Machine Learning and AI in Finance
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Published By Routledge

9781003145714
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

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

2021 ◽  
pp. 52-59
Author(s):  
Daigo Tashiro ◽  
Hiroyasu Matsushima ◽  
Kiyoshi Izumi ◽  
Hiroki Sakaji
Keyword(s):  
Deep Learning ◽  
High Frequency ◽  
Stock Price ◽  
Order Information ◽  
Short Term

Detection of false investment strategies using unsupervised learning methods

2021 ◽  
pp. 105-115
Author(s):  
Marcos López de Prado ◽  
Michael J. Lewis
Keyword(s):  
Unsupervised Learning ◽  
Investment Strategies ◽  
Learning Methods

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

2021 ◽  
pp. 27-43
Author(s):  
Ying Chen ◽  
Wee Song Chua ◽  
Wolfgang Karl Härdle
Keyword(s):  
Limit Order Book ◽  
Order Book ◽  
Limit Order ◽  
Demand Curves

scholarly journals Far from the madding crowd: collective wisdom in prediction markets

2021 ◽  
pp. 16-26
Author(s):  
G. Bottazzi ◽  
D. Giachini
Keyword(s):  
Prediction Markets ◽  
Collective Wisdom

scholarly journals Forecasting market states

2021 ◽  
pp. 44-51
Author(s):  
Pier Francesco Procacci ◽  
Tomaso Aste

Learning multi-market microstructure from order book data

2021 ◽  
pp. 69-81
Author(s):  
Geonhwan Ju ◽  
Kyoung-Kuk Kim ◽  
Dong-Young Lim
Keyword(s):  
Market Microstructure ◽  
Order Book

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

2021 ◽  
pp. 5-15
Author(s):  
Justin Sirignano ◽  
Rama Cont
Keyword(s):  
Deep Learning ◽  
Financial Markets ◽  
Price Formation
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