Matches in SemOpenAlex for { <https://semopenalex.org/work/W3090602034> ?p ?o ?g. }
Showing items 1 to 92 of
92
with 100 items per page.
- W3090602034 endingPage "1173" @default.
- W3090602034 startingPage "1161" @default.
- W3090602034 abstract "Researches on using deep learning models to predict prices usually take magnitude-based error measurements (such as R2) to measure the quality of learning models. Whether the forecasted prices for the models with the lowest error measurement can produce the most profit in actual trading is an issue with little research. In this study, we first find the parameter sets of LSTM and TCN models with low magnitude-based error and then use program trading to find out their profitability. The relationships between these profitability and error measurements are analyzed and studied on three commodities: gold, soybean, and crude oil (from GLOBEX). Our findings are: with given parameter sets, if merchandise (gold and soybean) is of low averaged magnitude error, then its profitability is more stable. If it is of a more significant magnitude error (crude oil), then its profitability is unstable. A high positive correlation does not exist between the profitability and error measurement, and TCN outperforms LSTM in almost all our examples. Our research indicates that, in assessing the performance of deep learning, how to use the predicted values in applications and the application results could also be part of the quality measurement for the model assessment in the learning." @default.
- W3090602034 created "2020-10-08" @default.
- W3090602034 creator A5001480983 @default.
- W3090602034 creator A5062644428 @default.
- W3090602034 date "2020-09-30" @default.
- W3090602034 modified "2023-09-26" @default.
- W3090602034 title "On the profitability and errors of predicted prices from deep learning via program trading" @default.
- W3090602034 cites W1689711448 @default.
- W3090602034 cites W2016210396 @default.
- W3090602034 cites W2068805783 @default.
- W3090602034 cites W2076063813 @default.
- W3090602034 cites W2138822572 @default.
- W3090602034 cites W2919115771 @default.
- W3090602034 doi "https://doi.org/10.3233/ida-194739" @default.
- W3090602034 hasPublicationYear "2020" @default.
- W3090602034 type Work @default.
- W3090602034 sameAs 3090602034 @default.
- W3090602034 citedByCount "0" @default.
- W3090602034 crossrefType "journal-article" @default.
- W3090602034 hasAuthorship W3090602034A5001480983 @default.
- W3090602034 hasAuthorship W3090602034A5062644428 @default.
- W3090602034 hasConcept C10138342 @default.
- W3090602034 hasConcept C108583219 @default.
- W3090602034 hasConcept C111472728 @default.
- W3090602034 hasConcept C11413529 @default.
- W3090602034 hasConcept C119857082 @default.
- W3090602034 hasConcept C121332964 @default.
- W3090602034 hasConcept C122383733 @default.
- W3090602034 hasConcept C126691448 @default.
- W3090602034 hasConcept C127413603 @default.
- W3090602034 hasConcept C1276947 @default.
- W3090602034 hasConcept C129361004 @default.
- W3090602034 hasConcept C134024062 @default.
- W3090602034 hasConcept C138885662 @default.
- W3090602034 hasConcept C145162277 @default.
- W3090602034 hasConcept C149782125 @default.
- W3090602034 hasConcept C154945302 @default.
- W3090602034 hasConcept C162324750 @default.
- W3090602034 hasConcept C167085575 @default.
- W3090602034 hasConcept C175444787 @default.
- W3090602034 hasConcept C181622380 @default.
- W3090602034 hasConcept C2779530757 @default.
- W3090602034 hasConcept C2987168347 @default.
- W3090602034 hasConcept C33923547 @default.
- W3090602034 hasConcept C41008148 @default.
- W3090602034 hasConcept C78762247 @default.
- W3090602034 hasConceptScore W3090602034C10138342 @default.
- W3090602034 hasConceptScore W3090602034C108583219 @default.
- W3090602034 hasConceptScore W3090602034C111472728 @default.
- W3090602034 hasConceptScore W3090602034C11413529 @default.
- W3090602034 hasConceptScore W3090602034C119857082 @default.
- W3090602034 hasConceptScore W3090602034C121332964 @default.
- W3090602034 hasConceptScore W3090602034C122383733 @default.
- W3090602034 hasConceptScore W3090602034C126691448 @default.
- W3090602034 hasConceptScore W3090602034C127413603 @default.
- W3090602034 hasConceptScore W3090602034C1276947 @default.
- W3090602034 hasConceptScore W3090602034C129361004 @default.
- W3090602034 hasConceptScore W3090602034C134024062 @default.
- W3090602034 hasConceptScore W3090602034C138885662 @default.
- W3090602034 hasConceptScore W3090602034C145162277 @default.
- W3090602034 hasConceptScore W3090602034C149782125 @default.
- W3090602034 hasConceptScore W3090602034C154945302 @default.
- W3090602034 hasConceptScore W3090602034C162324750 @default.
- W3090602034 hasConceptScore W3090602034C167085575 @default.
- W3090602034 hasConceptScore W3090602034C175444787 @default.
- W3090602034 hasConceptScore W3090602034C181622380 @default.
- W3090602034 hasConceptScore W3090602034C2779530757 @default.
- W3090602034 hasConceptScore W3090602034C2987168347 @default.
- W3090602034 hasConceptScore W3090602034C33923547 @default.
- W3090602034 hasConceptScore W3090602034C41008148 @default.
- W3090602034 hasConceptScore W3090602034C78762247 @default.
- W3090602034 hasIssue "5" @default.
- W3090602034 hasLocation W30906020341 @default.
- W3090602034 hasOpenAccess W3090602034 @default.
- W3090602034 hasPrimaryLocation W30906020341 @default.
- W3090602034 hasRelatedWork W2154705696 @default.
- W3090602034 hasRelatedWork W2738939573 @default.
- W3090602034 hasRelatedWork W2890210324 @default.
- W3090602034 hasRelatedWork W3083242990 @default.
- W3090602034 hasRelatedWork W3090602034 @default.
- W3090602034 hasRelatedWork W3122955628 @default.
- W3090602034 hasRelatedWork W3149603037 @default.
- W3090602034 hasRelatedWork W3172320287 @default.
- W3090602034 hasRelatedWork W3175620811 @default.
- W3090602034 hasRelatedWork W2996867865 @default.
- W3090602034 hasVolume "24" @default.
- W3090602034 isParatext "false" @default.
- W3090602034 isRetracted "false" @default.
- W3090602034 magId "3090602034" @default.
- W3090602034 workType "article" @default.