2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.ST2019★ 2 cited
High-performance stock index trading: making effective use of a deep LSTM neural network
Chariton Chalvatzis, Dimitrios Hristu-Varsakelis
We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the mo…
cs.AI2018
Using deep Q-learning to understand the tax evasion behavior of risk-averse firms
Nikolaos D. Goumagias, Dimitrios Hristu-Varsakelis, Yannis M. Assael
Designing tax policies that are effective in curbing tax evasion and maximize state revenues requires a rigorous understanding of taxpayer behavior. This work explores the problem…