Deep learning for finance: deep portfolios

Heaton, JB; Polson, NG; Witte, JH

Polson, NG (reprint author), Univ Chicago, Booth Sch Business, Chicago, IL 60637 USA.

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2017; 33 (1): 3

Abstract

We explore the use of deep learning hierarchical models for problems in financial prediction and classification. Financial prediction problems - such ......

Full Text Link