---
title: Salience Theory and Deep Learning in Energy Market Trading
url: https://www.ml-quant.com/papers/ssrn/4628064/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4628064
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4628064
featured: 2023-11-15
citations: unknown
topic: Trading, Microstructure & Execution
---


# Salience Theory and Deep Learning in Energy Market Trading

A trading system using salience theory and deep learning is applied to Chinese new energy stocks, proving the effectiveness of these methods.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4628064
- Identifier: SSRN 4628064
- Released: 2023-11-09
- First featured: Quant Letter No. 26 (2023-11-15): https://www.ml-quant.com/issues/2023-11-15/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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