Deep Learning in Quantitative Trading (Elements in Quantitative Finance) - Tapa blanda

Libro 7 de 7: Elements in Quantitative Finance

Zhang, Zihao

 
9781009707114: Deep Learning in Quantitative Trading (Elements in Quantitative Finance)
Tapa blanda
ISBN 10: 1009707116 ISBN 13: 9781009707114
Editorial: Cambridge University Press, 2025

Sinopsis

This Element provides a comprehensive guide to deep learning in quantitative trading, merging foundational theory with hands-on applications. It is organized into two parts. The first part introduces the fundamentals of financial time-series and supervised learning, exploring various network architectures, from feedforward to state-of-the-art. To ensure robustness and mitigate overfitting on complex real-world data, a complete workflow is presented, from initial data analysis to cross-validation techniques tailored to financial data. Building on this, the second part applies deep learning methods to a range of financial tasks. The authors demonstrate how deep learning models can enhance both time-series and cross-sectional momentum trading strategies, generate predictive signals, and be formulated as an end-to-end framework for portfolio optimization. Applications include a mixture of data from daily data to high-frequency microstructure data for a variety of asset classes. Throughout, they include illustrative code examples and provide a dedicated GitHub repository with detailed implementations.

"Sinopsis" puede pertenecer a otra edición de este libro.

Editorial
Cambridge University Press
Año de publicación
2025
Idioma
Inglés
ISBN 10 
1009707116
ISBN 13 
9781009707114
Encuadernación
Tapa blanda
Número de páginas
184
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Alemania

Otras ediciones populares con el mismo título

9781009707121: Deep Learning in Quantitative Trading (Elements in Quantitative Finance)

Edición Destacada

ISBN 10:  1009707124 ISBN 13:  9781009707121
Editorial: Cambridge University Press, 2025
Tapa dura