# DeepLearningInFinance

**Repository Path**: caiyeahku/DeepLearningInFinance

## Basic Information

- **Project Name**: DeepLearningInFinance
- **Description**: No description available
- **Primary Language**: Unknown
- **License**: Not specified
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2020-07-27
- **Last Updated**: 2020-12-19

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

*Deep Learning in Finance Repository*

This repository contains the code used for developing the material for the presentation titles Deep Learning in Finance by Sonam Srivastava, presented at RE-WORK Deep Learning in Finance Conference in Singapore.

Link for the same is: http://videos.re-work.co/events/22-deep-learning-in-finance-summit-singapore-2017

Mainly two studies were done:
1. Return Prediction - Gold Price prediction was done using - ARIMA, VAR, SVR, Deep Regression, CNN and LSTM and results compared.
2. Portfolio Construction - A smart indexing based portfolio construction exercise was undertaken using deep neural networks and autoencoders based on http://onlinelibrary.wiley.com/doi/10.1002/asmb.2209/pdf