Neural Networks in Narrow Stock Markets
Narrow markets are typically considered those that due to limited liquidity or peculiarities in its investor base, such as a particularly high concentration of retail investors, make the stock market less efficient and arguably less predictable. We show in this article that neural networks, applied...
Main Authors: | Gerardo Alfonso, Daniel R. Ramirez |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-08-01
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Series: | Symmetry |
Subjects: | |
Online Access: | https://www.mdpi.com/2073-8994/12/8/1272 |
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