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

Libro 7 de 7: Elements in Quantitative Finance

Zhang, Zihao; Zohren, Stefan

 
9781009707121: Deep Learning in Quantitative Trading (Elements in Quantitative Finance)
Tapa dura
ISBN 10: 1009707124 ISBN 13: 9781009707121
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.

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Editorial
Cambridge University Press
Año de publicación
2025
Idioma
Inglés
ISBN 10 
1009707124
ISBN 13 
9781009707121
Encuadernación
Tapa dura
Número de páginas
75
Contacto del fabricante
Cambridge University Press
https://www.cambridge.org/

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Otras ediciones populares con el mismo título

9781009707114: Deep Learning in Quantitative Trading (Elements in Quantitative Finance)

Edición Destacada

ISBN 10:  1009707116 ISBN 13:  9781009707114
Editorial: Cambridge University Press, 2025
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