Interpretable trading pattern designed for machine learning applications

Financial markets are a source of non-stationary multidimensional time series which has been drawing attention for decades. Each financial instrument has its specific changing-over-time properties, making its analysis a complex task. Hence, improvement of understanding and development of more inform...

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Bibliographic Details
Main Authors: Artur Sokolovsky, Luca Arnaboldi, Jaume Bacardit, Thomas Gross
Format: Article
Language:English
Published: Elsevier 2023-03-01
Series:Machine Learning with Applications
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2666827023000014