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2021 | OriginalPaper | Chapter

3. A Survey on Deep Learning in Financial Markets

Authors : Junhuan Zhang, Jinrui Zhai, Huibo Wang

Published in: Proceedings of the First International Forum on Financial Mathematics and Financial Technology

Publisher: Springer Singapore

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Abstract

Recently, deep learning has become a frontier in the area of financial markets. In this article, we make a survey on the applications about it. Firstly, we review the deep learning models, which are convolutional neural networks, recurrent neural networks, and deep belief networks. Secondly, we summarize the applications of the three deep learning models in financial markets. The applications focus on financial predictions and quantitative trading, such as sentiment prediction, index prediction, intraday data prediction, financial distress prediction, and event prediction. The applications of markets focus on stock markets, futures markets, exchange rate markets, and energy markets. Finally, there are also some innovative methods in deep reinforcement learning for applications in financial fields.

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Title: A Survey on Deep Learning in Financial Markets
Authors: Junhuan Zhang
Jinrui Zhai
Huibo Wang
Publisher: Springer Singapore
Book: Proceedings of the First International Forum on Financial Mathematics and Financial Technology
Print ISBN: 978-981-15-8372-8

Electronic ISBN: 978-981-15-8373-5

Copyright Year: 2021
DOI: https://doi.org/10.1007/978-981-15-8373-5_3

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