Deep Learning in Finance

Understand

We explore the use of deep learning hierarchical models for problems in financial prediction and classification.

• Financial prediction problems -- such as those presented in designing and pricing securities, constructing portfolios, and risk management -- often involve large data sets with complex data interactions that currently are difficult or impossible to specify in a full economic model.
• Applying deep learning methods to these problems can produce more useful results than standard methods in finance.
• In particular, deep learning can detect and exploit interactions in the data that are, at least currently, invisible to any existing financial economic theory.