Corpus ID: 202542377

A Deep Learning Framework for Pricing Financial Instruments

@article{Wu2019ADL,
  title={A Deep Learning Framework for Pricing Financial Instruments},
  author={Qiong Wu and Zheng Zhang and A. Pizzoferrato and Mihai Cucuringu and Z. Liu},
  journal={ArXiv},
  year={2019},
  volume={abs/1909.04497}
}
  • Qiong Wu, Zheng Zhang, +2 authors Z. Liu
  • Published 2019
  • Computer Science
  • ArXiv
We propose an integrated deep learning architecture for the stock movement prediction. Our architecture simultaneously leverages all available alpha sources. The sources include technical signals, financial news signals, and cross-sectional signals. Our architecture possesses three main properties. First, our architecture eludes overfitting issues. Although we consume a large number of technical signals but has better generalization properties than linear models. Second, our model effectively… Expand
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