Ioannis Tsiamas

VU University Amsterdam

De Boelelaan 1105

Amsterdam, ND North Holland 1081 HV

Netherlands

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Scholarly Papers (1)

1.

An Ensemble of LSTM Neural Networks for High-Frequency Stock Market Classification

Number of pages: 27 Posted: 16 Jul 2018 Last Revised: 15 Feb 2019
Svetlana Borovkova and Ioannis Tsiamas
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration and VU University Amsterdam
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Citation 3

Abstract:

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High-Frequency Trading, Deep Learning, LSTM Neural Networks, Ensemble Models