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Quantitative Finance

Investment Management, Risk Management, Algorithmic Trading, Econometric Modeling, Pricing and Insurance

Results for: Deep Learning

Building a Neural Network for Time Series Forecasting – Low-Code Workflow

Posted by Akshay Paul,

The following post is from Yuchen Dong, Senior Financial Application Engineer at MathWorks.
Financial institutions forecast GDP to set capital buffers and plan stress-testing scenarios. Using MATLAB®… read more >>

Category: 
Artificial Intelligence,
Deep Learning,
Econometrics,
Forecasting

Deep Learning in Quantitative Finance: Transformer Networks for Time Series Prediction 2

Posted by David Willingham,

The following blog was written by Owen Lloyd , a Penn State graduate who recently join the MathWorks Engineering Development program.
The code used to develop this example can be found on GitHub… read more >>

Category: 
Artificial Intelligence,
Deep Learning,
Forecasting,
New Features,
Time Series