Recurrent Neural Network on Financial Time Series.pdf

N/A

1 Applications of Recurrent Neural Network on Financial Time Series by Yufan Wang (CID: 00820668) Department of Mathematics Imperial College London London SW7 2AZ United Kingdom Thesis submitted as part of the requirements for the award of the MSc in Mathematics and Finance, Imperial College London, 2016-2017 3 Acknowledgements I would like to…

related reading

• The Unreasonable Effectiveness of Recurrent Neural Networkskarpathy.github.io
• nn-notes.pdfboris-hanin.github.io
• NL.pdfabehrouz.github.io
• The Little Book of Deep Learningfleuret.org
• The Unreasonable Difficulty of Time Series Forecastingsuzyahyah.github.io
• On_the_Spectral_Bias_of_Neural_Networks__ICML_ (3)proceedings.mlr.press
• Statistical Mechanics of Deep Learningganguli-gang.stanford.edu
• 1806.07366arxiv.org
• Structured State Spaces: Combining Continuous-Time, Recurrent, and Convolutional Models · Hazy Researchhazyresearch.stanford.edu
• Recurrent Neural Networks Tutorial, Part 1 – Introduction to RNNs · Denny's Blogdennybritz.com
• [2310.03775] Hidden Markov Models for Stock Market Predictionarxiv.org
• 2201.01770arxiv.org