Investment sizing with deep learning prediction uncertainties for high-frequency eurodollar futures trading
Trent Spears, Stefan Zohren, and Stephen Roberts
| Year of publication: |
2021
|
|---|---|
| Authors: | Spears, Trent ; Zohren, Stefan ; Roberts, Stephen |
| Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 1, p. 57-73
|
| Subject: | Big data/machine learning | derivatives | simulations | statistical methods | Derivat | Derivative | Simulation | Prognoseverfahren | Forecasting model | Theorie | Theory | Lernprozess | Learning process | Risiko | Risk | Statistische Methode | Statistical method | Künstliche Intelligenz | Artificial intelligence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfds.2020.1.049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012486253