Deep learning approaches in Finance: Forecasting volatility and enhancing Quantitative trading strategies

Sardelich Nascimento, Marcelo (2019) Deep learning approaches in Finance: Forecasting volatility and enhancing Quantitative trading strategies. PhD thesis, University of York.

Abstract

Metadata

Supervisors: Manandhar, Suresh and Pears, Nick
Related URLs:
Keywords: Representation Learning, Deep Learning, Neural Networks, Natural Language Processing, NLP, Volatility Forecasting, GARCH, Portfolio Management, Quantitative Trading Strategies
Awarding institution: University of York
Academic Units: The University of York > Computer Science (York)
Identification Number/EthosID: uk.bl.ethos.811415
Depositing User: Mr. Marcelo Sardelich Nascimento
Date Deposited: 04 Aug 2020 11:45
Last Modified: 21 Jul 2023 09:53

Download

Export

Statistics


You do not need to contact us to get a copy of this thesis. Please use the 'Download' link(s) above to get a copy.
You can contact us about this thesis. If you need to make a general enquiry, please see the Contact us page.