Financial machine learning
Ciccarelli, Stefano (A.A. 2019/2020) Financial machine learning. Tesi di Laurea in Machine learning and applied statistics, Luiss Guido Carli, relatore Luigi Laura, pp. 106. [Master's Degree Thesis]
| 
 | PDF (Full text) Download (2MB) | Preview | 
Abstract/Index
Financial singularity strategy. History. Why hedging against the singularity risk. Machine learning. Why. The big data. The computational power. The algorithms. How. Semi-supervised learning and reinforcement learning. Data-driven finance. Financial automation with Python. Storing and simulating financial big data with NumPy and Pandas. Financial machine learning: a practical approach. Deep neural networks for stock selection in portfolio optimization.
References
Bibliografia: pp. 97-98.
| Thesis Type: | Master's Degree Thesis | 
|---|---|
| Institution: | Luiss Guido Carli | 
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) | 
| Chair: | Machine learning and applied statistics | 
| Thesis Supervisor: | Laura, Luigi | 
| Thesis Co-Supervisor: | Italiano, Giuseppe Francesco | 
| Academic Year: | 2019/2020 | 
| Session: | Autumn | 
| Additional Information: | Tesi discussa all'estero. | 
| Deposited by: | Alessandro Perfetti | 
| Date Deposited: | 26 Apr 2021 12:48 | 
| Last Modified: | 26 Apr 2021 12:48 | 
| URI: | https://tesi.luiss.it/id/eprint/29203 | 
Downloads
Downloads per month over past year
Repository Staff Only
|  | View Item | 


