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LSTM in Algorithmic Investment Strategies on BTC and S&P500 Index
We use LSTM networks to forecast the value of the BTC and S&P500 index, using data from 2013 to the end of 2020, with the following frequencies: daily, 1 h, and 15 min data. We introduce our innovative loss function, which improves the usefulness of the forecasting ability of the LSTM model in a...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8839390/ https://www.ncbi.nlm.nih.gov/pubmed/35161663 http://dx.doi.org/10.3390/s22030917 |