Preface 1. Introduction Part I. Foundations: 2. Fundamentals of Financial Time-Series 3. Supervised Learning and Canonical Networks 4. The Model Training Workflow Part II. Applications: 5. Enhancing Classical Quantitative Trading Strategies with Deep Learning 6. Deep Learning for Risk Management and Portfolio Optimization 7. Applications to Market Microstructure and High-Frequency Data 8. Conclusions List of Acronyms Appendix A: Different Asset Classes Appendix B: Access to Market Data Appendix C: Investment Performance Metrics Appendix D: Code Scripts.
Preface 1. Introduction Part I. Foundations: 2. Fundamentals of Financial Time-Series 3. Supervised Learning and Canonical Networks 4. The Model Training Workflow Part II. Applications: 5. Enhancing Classical Quantitative Trading Strategies with Deep Learning 6. Deep Learning for Risk Management and Portfolio Optimization 7. Applications to Market Microstructure and High-Frequency Data 8. Conclusions List of Acronyms Appendix A: Different Asset Classes Appendix B: Access to Market Data Appendix C: Investment Performance Metrics Appendix D: Code Scripts.
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