Investment sizing with deep learning prediction uncertainties for high-frequency eurodollar futures trading
Year of publication: |
2021
|
---|---|
Authors: | Spears, Trent ; Zohren, Stefan ; Roberts, Stephen |
Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 1, p. 57-73
|
Subject: | Big data/machine learning | derivatives | simulations | statistical methods | Derivat | Derivative | Simulation | Prognoseverfahren | Forecasting model | Theorie | Theory | Risiko | Risk | Lernprozess | Learning process | Statistische Methode | Statistical method | Lernen | Learning |
-
On the predictability of the equity premium using deep learning techniques
Iworiso, Jonathan, (2021)
-
Deep hedging of derivatives using reinforcement learning
Cao, Jay, (2021)
-
Aw, Edward N. W., (2019)
- More ...
-
Spears, Trent, (2020)
-
View fusion vis-à-vis a Bayesian interpretation of black-litterman for portfolio allocation
Spears, Trent, (2023)
-
DeepLOB : Deep Convolutional Neural Networks for Limit Order Books
Zhang, Zihao, (2020)
- More ...