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