Hands-On Deep Learning For Finance (eBook)
Implement Deep Learning Techniques And Algorithms To Create Powerful Trading Strategies
de Troiano Luigi Troiano, Villa Elena Mejuto Villa e Bhandari Arjun Bhandari
Sobre o livro
Take your quantitative strategies to the next level by exploring nine examples that make use of cutting-edge deep learning technologies, including CNNs, LSTMs, GANs, reinforcement learning, and CapsNetsKey FeaturesImplement deep learning techniques and algorithms to build financial modelsApply modern AI techniques in quantitative market modeling and investment decision makingLeverage Python libraries for rapid development and prototypingBook DescriptionQuantitative methods are the vanguard of the investment management industry. This book shows how to enhance trading strategies and investments in financial markets using deep learning algorithms.This book is an excellent reference to understand how deep learning models can be leveraged to capture insights from financial data. You will implement deep learning models using Python libraries such as TensorFlow and Keras. You will learn various deep learning algorithms to build models for understanding financial market dynamics and exploiting them in a systematic manner. This book takes a pragmatic approach to address various aspects of asset management. The information content in non-structured data like news flow is crystalized using BLSTM. Autoencoders for efficient index replication is discussed in detail. You will use CNN to develop a trading signal with simple technical indicators, and improvements offered by more complex techniques such as CapsNets. Volatility is given due emphasis by demonstrating the superiority of forecasts employing LSTM, and Monte Carlo simulations using GAN for value at risk computations. These are then brought together by implementing deep reinforcement learning for automated trading.This book will serve as a continuing reference for implementing deep learning models to build investment strategies.What you will learnImplement quantitative financial models using the various building blocks of a deep neural networkBuild, train, and optimize deep networks from scratchUse LSTMs to process data sequences such as time series and news feedsImplement convolutional neural networks (CNNs), CapsNets, and other models to create trading strategiesAdapt popular neural networks for pattern recognition in finance using transfer learningAutomate investment decisions by using reinforcement learningDiscover how a risk model can be constructed using D-GANWho this book is forIf you're a finance or investment professional who wants to lead the development of quantitative strategies, this book is for you. With this practical guide, you'll be able to use deep learning methods for building financial models and incorporating them in your investment process. Anyone who wants to enter the fascinating domain of quantitative finance using the power of deep learning algorithms and techniques will also find this book useful. Basic knowledge of machine learning and Python programming is required.