Universal features of price formation in financial markets: perspectives from Deep Learning

19 March 2018

Papers citing "Universal features of price formation in financial markets: perspectives from Deep Learning"

13 / 63 papers shown

Title
Data Science in Economics Saeed Nosratabadi Amir H. Mosavi Puhong Duan Pedram Ghamisi 18 8 0 19 Mar 2020
Ascertaining price formation in cryptocurrency markets with DeepLearning Fan Fang Waichung Chung Carmine Ventre Michail Basios Leslie Kanthan Lingbo Li Fan Wu 8 12 0 09 Feb 2020
Deep Learning for Financial Applications : A Survey A. Ozbayoglu M. U. Gudelek Omer Berat Sezer AIFin AI4CE 47 385 0 09 Feb 2020
Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 Omer Berat Sezer M. U. Gudelek A. Ozbayoglu AI4TS 38 995 0 29 Nov 2019
Deep Reinforcement Learning for Trading Zihao Zhang S. Zohren Stephen J. Roberts AIFin 13 206 0 22 Nov 2019
Uniform error estimates for artificial neural network approximations for heat equations Lukas Gonon Philipp Grohs Arnulf Jentzen David Kofler David Siska 37 34 0 20 Nov 2019
Deep Prediction of Investor Interest: a Supervised Clustering Approach Baptiste Barreau Laurent Carlier D. Challet 12 1 0 11 Sep 2019
An intelligent financial portfolio trading strategy using deep Q-learning Hyungju Park M. Sim D. Choi AIFin 17 86 0 08 Jul 2019
Curriculum Learning in Deep Neural Networks for Financial Forecasting Allison Koenecke Amita Gajewar AI4TS 13 15 0 29 Apr 2019
Feature Engineering for Mid-Price Prediction with Deep Learning Adamantios Ntakaris G. Mirone Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis OOD 33 44 0 10 Apr 2019
Enhancing Time Series Momentum Strategies Using Deep Neural Networks Bryan Lim S. Zohren Stephen J. Roberts AIFin AI4TS 14 90 0 09 Apr 2019
Mean Field Analysis of Deep Neural Networks Justin A. Sirignano K. Spiliopoulos 22 81 0 11 Mar 2019
Significance Tests for Neural Networks Enguerrand Horel K. Giesecke 6 55 0 16 Feb 2019