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The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…
An artificial agent for financial risk and returns' prediction is built with a modular cognitive system comprised of interconnected recurrent neural networks, such that the agent learns to predict the financial returns, and learns to…
Analyzing and evaluating students' progress in any learning environment is stressful and time consuming if done using traditional analysis methods. This is further exasperated by the increasing number of students due to the shift of focus…
Deep learning methods are widely regarded as indispensable when it comes to designing perception pipelines for autonomous agents such as robots, drones or automated vehicles. The main reasons, however, for deep learning not being used for…
Banks are important for the development of economies in any financial ecosystem through consumer and business loans. Lending, however, presents risks; thus, banks have to determine the applicant's financial position to reduce the…
Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…
We discuss the development of novel deep learning algorithms to enable real-time regression analysis for time series data. We showcase the application of this new method with a timely case study, and then discuss the applicability of this…
Modeling and managing portfolio risk is perhaps the most important step to achieve growing and preserving investment performance. Within the modern portfolio construction framework that built on Markowitz's theory, the covariance matrix of…
This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…
Deep learning has recently become very popular on account of its incredible success in many complex data-driven applications, such as image classification and speech recognition. The database community has worked on data-driven applications…
Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…
We propose deep neural network algorithms to calculate efficient frontier in some Mean-Variance and Mean-CVaR portfolio optimization problems. We show that we are able to deal with such problems when both the dimension of the state and the…
Deep learning provides powerful methods to impute structured information from large-scale, unstructured text and image datasets. For example, economists might wish to detect the presence of economic activity in satellite images, or to…
Advancements in deep learning over the years have attracted research into how deep artificial neural networks can be used in robotic systems. This research survey will present a summarization of the current research with a specific focus on…
Deep learning research aims at discovering learning algorithms that discover multiple levels of distributed representations, with higher levels representing more abstract concepts. Although the study of deep learning has already led to…
Company fundamentals are key to assessing companies' financial and overall success and stability. Forecasting them is important in multiple fields, including investing and econometrics. While statistical and contemporary machine learning…
GDP is a vital measure of a country's economic health, reflecting the total value of goods and services produced. Forecasting GDP growth is essential for economic planning, as it helps governments, businesses, and investors anticipate…
Financial markets are influenced by human behavior that deviates from rationality due to cognitive biases. Traditional reinforcement learning (RL) models for financial decision-making assume rational agents, potentially overlooking the…
Techniques from deep learning play a more and more important role for the important task of calibration of financial models. The pioneering paper by Hernandez [Risk, 2017] was a catalyst for resurfacing interest in research in this area. In…
Goal-based investing is an approach to wealth management that prioritizes achieving specific financial goals. It is naturally formulated as a sequential decision-making problem as it requires choosing the appropriate investment until a goal…