Deep Portfolio Theory

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Deep Portfolio Theory

23 May 2016

Nicholas G. Polson

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Papers citing "Deep Portfolio Theory"

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Title
A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy Kei Nakagawa Masaya Abe Junpei Komiyama OOD AIFin 44 20 0 02 Oct 2019
Using Deep Learning for price prediction by exploiting stationary limit order book features Avraam Tsantekidis Nikolaos Passalis Anastasios Tefas Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis OOD 76 90 0 23 Oct 2018
Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data Paraskevi Nousi Avraam Tsantekidis Nikolaos Passalis Adamantios Ntakaris Juho Kanniainen Anastasios Tefas Moncef Gabbouj Alexandros Iosifidis 70 53 0 19 Sep 2018
FinBrain: When Finance Meets AI 2.0 Xiaolin Zheng Mengying Zhu Qibing Li Chaochao Chen Yanchao Tan AIFin 70 56 0 26 Aug 2018
Temporal Attention augmented Bilinear Network for Financial Time-Series Data Analysis D. Tran Alexandros Iosifidis Juho Kanniainen Moncef Gabbouj AIFin AI4TS 52 202 0 04 Dec 2017
Deep Learning: A Bayesian Perspective Nicholas G. Polson Vadim Sokolov BDL 109 117 0 01 Jun 2017