A Study of Daily K-Level Quantitative Trading Based on Deep Learning

Cheng, Hao (2023) A Study of Daily K-Level Quantitative Trading Based on Deep Learning. In: Proceedings of the 2nd International Conference on Bigdata Blockchain and Economy Management, ICBBEM 2023, May 19–21, 2023, Hangzhou, China.

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Abstract

This paper proposes a Daily K-Level Quantitative Trading Strategy (DKTS) based on deep learning, which aims to predict the future stock price trends in the daily K-level and conduct corresponding quantitative trading using historical data and LSTM networks. We use Long Short-Term Memory (LSTM) for f

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 16:33
Last Modified: 17 Apr 2026 02:32
URI: http://eprints.eai.eu/id/eprint/44311

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