Corpus ID: 16338519

Deep Learning in Finance

@article{Heaton2016DeepLI,
  title={Deep Learning in Finance},
  author={J. B. Heaton and Nicholas G. Polson and J. H. Witte},
  journal={ArXiv},
  year={2016},
  volume={abs/1602.06561}
}
  • J. B. Heaton, Nicholas G. Polson, J. H. Witte
  • Published 2016
  • Computer Science, Mathematics
  • ArXiv
  • We explore the use of deep learning hierarchical models for problems in nancial prediction and classication. Financial prediction problems { such as those presented in designing and pricing securities, constructing portfolios, and risk management { often involve large data sets with complex data interactions that currently are dicult or impossible to specify in a full economic model. Applying deep learning methods to these problems can produce more useful results than standard methods in nance… CONTINUE READING

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