paper:deep_learning_in_finance
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| paper:deep_learning_in_finance [2019/10/10 12:10] – kk | paper:deep_learning_in_finance [2023/11/10 12:13] (当前版本) – 外部编辑 127.0.0.1 | ||
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| ====== Deep Learning in Finance ====== | ====== Deep Learning in Finance ====== | ||
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| - | ====== （文献标题） ====== | ||
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| ==== 摘要 ==== | ==== 摘要 ==== | ||
| + | We explore the use of deep learning hierarchical models for problems in financial prediction and classification. Financial prediction problems – such as those presented in designing and pricing securities, constructing portfolios, and risk management – often involve large data sets with complex data interactions that currently are difficult or impossible to specify in a full economic model. Applying deep learning methods to these problems can produce more useful results than standard methods in finance. In particular, deep learning can detect and exploit interactions in the data that are, at least currently, invisible to any existing financial economic theory. | ||
| ==== 引用方式 ==== | ==== 引用方式 ==== | ||
paper/deep_learning_in_finance.1570680621.txt.gz · 最后更改: 2023/11/10 12:12 (外部编辑)