Volume 5, Issue 1

March 2023

Special Issue on Deep Learning in Finance

Issue Editors:

8 articles in this issue

Deep Learning in Finance
Weinan E
Ruimeng Hu
Shige Peng
Editorial 31 March 2023 Pages: 1 - 2
Convolutional signature for sequential data
Ming Min
Tomoyuki Ichiba
Original Article Open access 04 April 2022 Pages: 3 - 28
Part of 1 collection:

Special Issue: Deep Learning in Finance
DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks
Georgios Fatouros
Georgios Makridis
Dimosthenis Kyriazis
Original Article Open access 13 April 2022 Pages: 29 - 56
Part of 1 collection:

Special Issue: Deep Learning in Finance
Forecasting the term structure of commodities future prices using machine learning
Mario Figueiredo
Yuri F. Saporito
Original Article 24 September 2022 Pages: 57 - 90
Deep stochastic optimization in finance
A. Max Reppen
H. Mete Soner
Valentin Tissot-Daguette
Original Article 23 December 2022 Pages: 91 - 111
Deep learning algorithms for hedging with frictions
Xiaofei Shi
Daran Xu
Zhanhao Zhang
Original Article 08 March 2023 Pages: 113 - 147
Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?
Huei-Wen Teng
Yu-Hsien Li
Original Article 14 March 2023 Pages: 149 - 182
Differential learning methods for solving fully nonlinear PDEs
William Lefebvre
Grégoire Loeper
Huyên Pham
Original Article 15 March 2023 Pages: 183 - 229

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