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2017 Academic Papers on Machine Learning/Deep Learning in Finance

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 private private,

 Tuesday, January 23, 2018

I've compiled a list of freely available academic papers on the applications of machine learning and deep learning to investing, written in 2017. Let me know if I missed any important ones out.


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15 comments on article "2017 Academic Papers on Machine Learning/Deep Learning in Finance"

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 Andreas Hoepner, Professor of Operational Risk, Banking & Finance at University College Dublin (UCD)

 Friday, January 26, 2018



It is possibly not for simplicity reasons that some of these papers just forecast direction but not value since non-parametric classification tasks are the strong side of neural networks ...


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 private private,

 Tuesday, February 6, 2018



Well done


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 Kairat Mynbaev, Research and teaching is all I can do

 Monday, February 12, 2018



Good job


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 James Niosi, Director, Midnight Integrated Financial

 Monday, February 19, 2018



EquitySoft Investments doing some great research in this space. Hope to share updates in the near future.


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 Gary Boetticher, Associate Professor at University of Houston Clear Lake

 Tuesday, March 6, 2018



I am an actual Day Trader and have more than 18,000 hours invested. I also teach a Financial Data Mining course. From my perspective, I see a gap between most research papers and actual trading. Most researchers neglect commissions, position sizing, or money management. I wrote a paper on this topic called, "Engineering Financial Engineering" which is available at http://sce.uhcl.edu/boetticher/Boetticher%20-%20Engineering%20Financial%20Engineering.pdf which details these, and other, issues. Hope this helps!


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 Sylvain Ratelle, CFA, MBA, Portfolio Manager

 Monday, March 12, 2018



Very useful, Thanks for your contribution!


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 Scott Boulette, Algorithmic Trading

 Tuesday, March 13, 2018



Thank you for putting forth the effort to compile the list.


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 Wolfgang Schwerdt, Advanced Analytics Expert

 Wednesday, March 14, 2018



Awesome indeed!!


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 Joseph Emanuelli, Equity execution consultant at Convergex

 Friday, March 16, 2018



Agreed, very useful


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 Antonie van Rensburg, 4Sight Holdings

 Sunday, March 18, 2018



excellent collection!


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 Steve (Jiazhen) Chen, Software Engineering Manager at Morningstar

 Sunday, March 18, 2018



Good job. Thanks for sharing this list.


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 Jon Fatica, Head of Analytics, TradingScreen, Inc

 Monday, March 19, 2018



Keep on truckin

Hope all is well


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 Marcello Calamai, Trader, Private Investor, Algo Developer

 Tuesday, March 20, 2018



Thanks, very useful.


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 private private,

 Wednesday, March 28, 2018



Any of the member know any strong msc in machine learning and deep learning on investing (part time or full time)? I would be interested to get my practical trading experience to the next level and I am looking something that is as practical as possible.


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 Ken Rose MBA,CMT, Stock Market Investor

 Wednesday, March 28, 2018



Thank you...very helpful stuff

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