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Deep Learning in Finance
4 references·11 citing·44 second hop
Deep Learning in Finance (2016)Deep Learning in FinanceMarket Reactions to Tangible and Intangible Information (2006)Market Reactions to Tangible …A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)A Nonparametric Approach to P…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Modelling and forecasting high-frequency data with jumps based on a hybrid nonparametric regression and LSTM model (2023)Modelling and forecasting hig…Imperative Role of Artificial Intelligence and Big Data in Finance and Banking Sector (2023)Imperative Role of Artificial…A survey of deep learning applications in cryptocurrency (2023)A survey of deep learning app…Development of an intelligent information system for financial analysis depend on supervised machine learning algorithms (2022)Development of an intelligent…Machine Learning Algorithm for Cryptocurrencies Price Prediction (2021)Machine Learning Algorithm fo…Application of Deep Q-Network in Portfolio Management (2020)Application of Deep Q-Network…Application of Deep Neural Networks to assess corporate Credit Rating (2020)Application of Deep Neural Ne…A GARCH Model with Artificial Neural Networks (2020)A GARCH Model with Artificial…Forecasting Hotel Accommodation Demand Based on LSTM Model Incorporating Internet Search Index (2019)Forecasting Hotel Accommodati…Deep Reinforcement Learning for Optimizing Finance Portfolio Management (2019)Deep Reinforcement Learning f…Automatic detection of relationships between banking operations using machine learning (2019)Automatic detection of relati…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Big Data : The Management Revolution (2013)Beyond the hype: Big data concepts, methods, and analytics (2014)Digital Transformation Strategies (2015)DeepOption: A novel option pricing framework based on deep learning with fused distilled data from multiple parametric methods (2020)Finans Sektöründe Metaverse Teknolojisinin Bugünü ve Geleceği (2023)Machine learning in banking risk management: Mapping a decade of evolution (2025)Learning to trade via direct reinforcement (2001)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Advances in Financial Machine Learning (2018)Learning to trade in financial time series using high-frequency through wavelet transformation and deep reinforcement learning (2021)StockFormer: Learning Hybrid Trading Machines with Predictive Coding (2023)Tourism motivation and expectation formation (1997)Tourism demand modelling and forecasting—A review of recent research (2007)Predicting the Present with Google Trends (2012)High-frequency forecasting from mobile devices’ bigdata: an application to tourism destinations’ crowdedness (2021)Do topic and sentiment matter? Predictive power of online reviews for hotel demand forecasting (2024)Universal Portfolios (1991)The Sharpe Ratio (1994)Common risk factors in the returns on stocks and bonds (1993)Innovative efficiency and stock returns (2012)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Mispricing Factors (2016)A Stochastic Approximation Method (1951)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Nonparametric risk management and implied risk aversion (2000)Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Deep Learning for Finance: Deep Portfolios (2016)The General Theory of Employment, Interest and Money. (1936)Deep learning with long short-term memory networks for financial market predictions (2017)The General Theory of Employment, Interest, and Money (2018)Option pricing when underlying stock returns are discontinuous (1976)Combining forecasts: A review and annotated bibliography (1989)Time series forecasting using a hybrid ARIMA and neural network model (2003)Deep learning for financial forecasting: A review of recent trends (2025)Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions (2025)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2006Market Reactions to Tangible and Intangible Information994 cited
  • 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks718 cited

Cited by

  • 2019Deep Reinforcement Learning for Optimizing Finance Portfolio Management70 cited
  • 2020Application of Deep Q-Network in Portfolio Management68 cited
  • 2023Modelling and forecasting high-frequency data with jumps based on a hybrid nonparametric regression and LSTM model63 cited
  • 2021Machine Learning Algorithm for Cryptocurrencies Price Prediction58 cited
  • 2019Automatic detection of relationships between banking operations using machine learning58 cited
  • 2019Forecasting Hotel Accommodation Demand Based on LSTM Model Incorporating Internet Search Index57 cited
  • 2023A survey of deep learning applications in cryptocurrency53 cited
  • 2022Development of an intelligent information system for financial analysis depend on supervised machine learning algorithms34 cited
  • 2020Application of Deep Neural Networks to assess corporate Credit Rating29 cited
  • 2023Imperative Role of Artificial Intelligence and Big Data in Finance and Banking Sector

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28 cited
  • 2020A GARCH Model with Artificial Neural Networks26 cited