DC Field | Value | Language |
---|---|---|
dc.contributor.author | Radojičić, Dragana | en_US |
dc.contributor.author | Kredatus, Simeon | en_US |
dc.contributor.author | Rheinländer, Thorsten | en_US |
dc.date.accessioned | 2020-12-09T10:38:51Z | - |
dc.date.available | 2020-12-09T10:38:51Z | - |
dc.date.issued | 2018-11-01 | - |
dc.identifier.isbn | 9781728111179 | - |
dc.identifier.uri | http://researchrepository.mi.sanu.ac.rs/handle/123456789/4285 | - |
dc.description.abstract | Stock markets are nowadays producing vast portions of data. In order to keep up with the pace also the technology stack of research institutions needs to adapt. However, the portion of data is not the only reason. With the boom in the area of Artificial Intelligence one can seize the advantage of insights hidden in the data. In order to develop trading strategies, describe the behavior present in the market, one can grasp the concepts of supervised and unsupervised learning. In this paper we describe the basic idea behind these types of learning and propose a framework which ingests the limit order book data and prepares them onto a form where the learning is easily applicable. | en_US |
dc.publisher | IEEE | en_US |
dc.relation.ispartof | Proceedings of the 18th IEEE International Symposium on Computational Intelligence and Informatics, CINTI 2018 | en_US |
dc.subject | Apache Spark | Artificial Intelligence | data classification | High-frequency trading | supervised learning | unsupervised learning | en_US |
dc.title | An approach to reconstruction of data set via supervised and unsupervised learning | en_US |
dc.type | Conference Paper | en_US |
dc.relation.conference | 18th IEEE International Symposium on Computational Intelligence and Informatics, CINTI 2018 | en_US |
dc.identifier.doi | 10.1109/CINTI.2018.8928218 | - |
dc.identifier.scopus | 2-s2.0-85077782818 | - |
dc.relation.firstpage | 53 | - |
dc.relation.lastpage | 58 | - |
dc.description.rank | M33 | - |
item.grantfulltext | none | - |
item.cerifentitytype | Publications | - |
item.fulltext | No Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.openairetype | Conference Paper | - |
crisitem.author.orcid | 0000-0001-7850-2623 | - |
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