Zhang, Zihao Author
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Paperback Β· ISBN 9781009707114
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| ISBN | 9781009707114 |
|---|---|
| Publisher | Cambridge University Press |
| Publication date | October 2025 |
| Language | English |
| MRP | Β£18.00 GBP |
| Page count | 184 |
| Item weight | 56 g |
This Element provides a comprehensive guide to deep learning in quantitative trading, merging foundational theory with hands-on applications. It is organized into two parts. The first part introduces the fundamentals of financial time-series and supervised learning, exploring various network architectures, from feedforward to state-of-the-art. To ensure robustness and mitigate overfitting on complex real-world data, a complete workflow is presented, from initial data analysis to cross-validation techniques tailored to financial data. Building on this, the second part applies deep learning methods to a range of financial tasks. The authors demonstrate how deep learning models can enhance both time-series and cross-sectional momentum trading strategies, generate predictive signals, and be formulated as an end-to-end framework for portfolio optimization. Applications include a mixture of data from daily data to high-frequency microstructure data for a variety of asset classes. Throughout, they include illustrative code examples and provide a dedicated GitHub repository with detailed implementations.
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Biography not available.
Biography not available.