Deep learning methods with attention mechanism for financial market prediction

Additional Metadata
Keywords	Long short-term memory network; Gated recurrent units; Finance; Deep learning
Thesis Advisor	Vermeulen, S.H.L.C.G.
Persistent URL	hdl.handle.net/2105/60084
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Meulen, M.H.A.M. van der. (2021, November 4). Deep learning methods with attention mechanism for financial market prediction. Econometrie. Retrieved from http://hdl.handle.net/2105/60084

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