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.

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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)
Depositing User: Mr. Marcelo Sardelich Nascimento
Date Deposited: 04 Aug 2020 11:45
Last Modified: 04 Aug 2020 11:45

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