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JOURNALS // Intelligent systems. Theory and applications // Archive

Intelligent systems. Theory and applications, 2021 Volume 25, Issue 4, Pages 92–95 (Mi ista423)

This article is cited in 1 paper

Part 2. Mathematics and Computer Science

On modeling trading strategies for currency pairs using deep neural networks and method of moving separation of mixtures

A. L. Vilyaeva, A. K. Gorsheninb

a Lomonosov Moscow State University
b Russian Academy of Sciences

Abstract: The paper describes the use of deep neural networks and the method of moving separation of mixtures to construct models for analyzing the foreign exchange market and choosing trading strategies. The architecture of a neural network and methods of statistical extension of the feature space are considered. The results of a trading model demonstrating the advantages of the proposed approach are presented.

Keywords: deep neural networks, LSTM, moving separation of mixtures, currency pairs.



© Steklov Math. Inst. of RAS, 2025