{"product_id":"deep-learning-in-quantitative-trading","title":"Deep Learning in Quantitative Trading","description":"\u003cp\u003eThis 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.\u003c\/p\u003e","brand":"Cambridge University Press Bookshop","offers":[{"title":"Default Title","offer_id":56669770121602,"sku":"9781009707114","price":18.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0475\/2031\/7597\/files\/9781009707114i.jpg?v=1779712306","url":"https:\/\/www.cambridgebookshop.co.uk\/products\/deep-learning-in-quantitative-trading","provider":"Cambridge University Press Bookshop","version":"1.0","type":"link"}