April 9, 2024, 4:44 a.m. | Sungwoo Kang, Jong-Kook Kim

cs.LG updates on arXiv.org arxiv.org

arXiv:2304.14870v3 Announce Type: replace-cross
Abstract: Despite the efficient market hypothesis, many studies suggest the existence of inefficiencies in the stock market leading to the development of techniques to gain above-market returns. Systematic trading has undergone significant advances in recent decades with deep learning schemes emerging as a powerful tool for analyzing and predicting market behavior. In this paper, a method is proposed that is inspired by how professional technical analysts trade. This scheme looks at stock prices of the previous …

abstract advances analysis arxiv cs.lg deep learning development human hypothesis market q-fin.st returns stock studies trading type

Software Engineer for AI Training Data (School Specific)

@ G2i Inc | Remote

Software Engineer for AI Training Data (Python)

@ G2i Inc | Remote

Software Engineer for AI Training Data (Tier 2)

@ G2i Inc | Remote

Data Engineer

@ Lemon.io | Remote: Europe, LATAM, Canada, UK, Asia, Oceania

Artificial Intelligence – Bioinformatic Expert

@ University of Texas Medical Branch | Galveston, TX

Lead Developer (AI)

@ Cere Network | San Francisco, US