Machine learning and AI in finance

목차 (Table of Contents)

• 자료제공 :
• Foreword
• Marcos Lopez de Prado
• Introduction
• German G. Creamer, Gary Kazantsev and Tomaso Aste
• 1. Universal features of price formation in financial markets: perspectives from deep learning
• Justin Sirignano and Rama Cont
• 2. Far from the madding crowd: collective wisdom in prediction markets
• Giulio Bottazzi and Daniele Giachini
• 3. Forecasting limit order book liquidity supply?demand curves with functional autoregressive dynamics
• Ying Chen, Wee Song Chua and Wolfgang Karl Hardle
• 4. Forecasting market states
• Pier Francesco Procacci and Tomaso Aste
• 5. Encoding of high-frequency order information and prediction of short-term stock price by deep learning
• Daigo Tashiro, Hiroyasu Matsushima, Kiyoshi Izumi and Hiroki Sakaji
• 6. Attention mechanism in the prediction of stock price movement by using LSTM: Evidence from the Hong Kong stock market
• Shun Chen and Lei Ge
• 7. Learning multi-market microstructure from order book data
• Geonhwan Ju, Kyoung-Kuk Kim and Dong-Young Lim
• 8. A non-linear causality test: a machine learning approach for energy futures forecast
• German G. Creamer and Chihoon Lee
• 9. The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios
• Igor Halperin
• 10. Detection of false investment strategies using unsupervised learning methods
• Marcos Lopez de Prado and Michael J. Lewis