02409nam a2200229 450000500170000002000180001704100120003508200170004708400250006410000240008924500780011325000060019126000440019730000100024150011170025150504910136865001110185970000260197094200120199699900190200895201520202720260325150934.0 a9781009707114 aEnglish a332.6bZHA/D 2Colon Classification aZhang, Zihao912522 a Deep Learning in Quantitative Tradingc/By Zihao Zhang and Stefan Zohren a1 aUK:bCambridge University Press,c2025. a174p. aThis Element provides a comprehensive guide to deep learning in quantitative trading, merging foundational theory with hands-on applications. It is organized into two parts. The first part introduces the fundamentals of financial time-series and supervised learning, exploring various network architectures, from feedforward to state-of-the-art. To ensure robustness and mitigate overfitting on complex real-world data, a complete workflow is presented, from initial data analysis to cross-validation techniques tailored to financial data. Building on this, the second part applies deep learning methods to a range of financial tasks. The authors demonstrate how deep learning models can enhance both time-series and cross-sectional momentum trading strategies, generate predictive signals, and be formulated as an end-to-end framework for portfolio optimization. Applications include a mixture of data from daily data to high-frequency microstructure data for a variety of asset classes. Throughout, they include illustrative code examples and provide a dedicated GitHub repository with detailed implementations aPart I: Foundations. Fundamentals of financial time-series Supervised learning and canonical networks The model training workflow Part II: Applications. Enhancing classical quantitative trading strategies Deep learning for risk management and portfolio optimization Applications to market microstructure and high-frequency data Conclusions Acronyms Appendix A: Different asset classes Appendix B: Access to market data Appendix C: Investment performance metrics Appendix D: Code scripts aArtificial intelligence/ Financial applications- Deep learning (Machine learning) /Economic aspects912523 aZohren, Stefan912524 2ddccBK c756977d756977 00102ddc40708NFICaECNbECNcPROCd2026-02-23eMBC/0763/2025,13/02/2026g2222.00l0o332.6 ZHA/DpECN16986r2026-02-24 10:27:20w2026-02-23yBK