Uporaba globokih nevronskih mrež pri iskanju statistične arbitraže trga : magistrsko delo

Kraševec, Robert (author), Košir, Tomaž (mentor), Cergol, Boris (co-mentor)

• Language: Slovenian
• Keywords: globoke nevronske mreže, strojno učenje, statistična arbitraža, trgovalne strategije
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [R. Kraševec]
• Year: 2018
• Number of pages: IX, 59 f.
• PID: 20.500.12556/RUL-101176
• UDC: 519.22
• COBISS.SI-ID: 18362457
• Publication date in RUL: 09.05.2018

Secondary language

• Language: English
• Title: Using deep neural networks in the search for statistical arbitrage
• Keywords: deep neural network, machine learning, statistical arbitrge, trading strategies