no code implementations • 7 Feb 2019 • 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 model's predictions.
2 code implementations • 29 Jan 2018 • Nikolaos D. Goumagias, Dimitrios Hristu-Varsakelis, Yannis M. Assael
By doing so, we i) determine the tax evasion behavior expected of the taxpayer entity, ii) calculate the degree of risk aversion of the "average" entity given empirical estimates of tax evasion, and iii) evaluate sample tax policies, in terms of expected revenues.