magistrsko delo
Robert Kraševec (Author), Tomaž Košir (Mentor), Boris Cergol (Co-mentor)

Abstract

Uporaba globokih nevronskih mrež pri iskanju statistične arbitraže trga

Keywords

globoke nevronske mreže;strojno učenje;statistična arbitraža;trgovalne strategije;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [R. Kraševec]
UDC: 519.22
COBISS: 18362457 Link will open in a new window
Views: 1063
Downloads: 346
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Using deep neural networks in the search for statistical arbitrage
Secondary keywords: deep neural network;machine learning;statistical arbitrge;trading strategies;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja
Pages: IX, 59 f.
ID: 10932988