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 APA Style APA-ALL Style AAA 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). Deep learning methods with attention mechanism for financial market prediction. In Econometrie.http://hdl.handle.net/2105/60084

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