Deep Learning for financial Time Series Analysis

This talk originates from the archive. To the CURRENT program
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Tuesday, December 5 2017
11:30 - 12:30
Saal A

We describe in detail how a deep learning algorithm works and how it can be applied to financial time series analysis. Presenting our four-step procedure of auto-encoding, calibration, validation, and verification, we solve examples from index replication and portfolio creation. We also discuss some of the detail to be kept in mind when creating a machine learning based systematic trading strategy.

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