论文标题

财务应用深度学习:一项调查

Deep Learning for Financial Applications : A Survey

论文作者

Ozbayoglu, Ahmet Murat, Gudelek, Mehmet Ugur, Sezer, Omer Berat

论文摘要

在过去的几十年中,金融中的计算情报一直是学术界和金融行业的一个非常流行的话题。已经发表了许多研究,导致各种模型。同时,在机器学习(ML)领域内,深度学习(DL)最近开始引起很多关注,这主要是由于其在经典模型上的表现要出色。当今存在许多不同的DL实现,并且持续的兴趣仍在继续。金融是DL模型开始受到吸引力的一个特定领域,但是,游戏场是开放的,仍然存在许多研究机会。在本文中,我们试图为截至目前的金融应用提供开发的DL模型的最先进快照。我们不仅根据其预期的财务子场对作品进行了分类,而且还根据其DL模型对其进行了分析。此外,我们还旨在确定未来的实施,并强调了该领域正在进行的研究的途径。

Computational intelligence in finance has been a very popular topic for both academia and financial industry in the last few decades. Numerous studies have been published resulting in various models. Meanwhile, within the Machine Learning (ML) field, Deep Learning (DL) started getting a lot of attention recently, mostly due to its outperformance over the classical models. Lots of different implementations of DL exist today, and the broad interest is continuing. Finance is one particular area where DL models started getting traction, however, the playfield is wide open, a lot of research opportunities still exist. In this paper, we tried to provide a state-of-the-art snapshot of the developed DL models for financial applications, as of today. We not only categorized the works according to their intended subfield in finance but also analyzed them based on their DL models. In addition, we also aimed at identifying possible future implementations and highlighted the pathway for the ongoing research within the field.

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