6 citations · 11 across the 5 of their papers we have counts for
3 papers · 1 filter
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…
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…
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…