3 papers
q-fin.CP2021
Generative Adversarial Networks in finance: an overview
Florian Eckerli, Joerg Osterrieder
Modelling in finance is a challenging task: the data often has complex statistical properties and its inner workings are largely unknown. Deep learning algorithms are making progre…
q-fin.TR2021
Deep reinforcement learning on a multi-asset environment for trading
Ali Hirsa, Joerg Osterrieder, Branka Hadji-Misheva +1
Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement…
q-fin.GN2021
The VIX index under scrutiny of machine learning techniques and neural networks
Ali Hirsa, Joerg Osterrieder, Branka Hadji Misheva +4
The CBOE Volatility Index, known by its ticker symbol VIX, is a popular measure of the market's expected volatility on the SP 500 Index, calculated and published by the Chicago Boa…