Research

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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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1 result for “DeepFolio”

DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order Book Datacs.LG

DeepFolio uses neural networks to predict stock price movements from LOB data.

problem Predicting price movements from LOB data.

method Convolutional Neural Networks (CNNs) for portfolio management.

result DeepFolio outperforms state-of-the-art models in various scenarios.

DeepFolio Convolutional Neural Networks Portfolio Management Limit Order Book Price Prediction

2020-08-27abs ↗pdf ↗