Due to the enormous amount of available data and an ever changing environment, machine learning is a natural fit for the stock market. Many classical ML methods have been applied to financial data looking for ways to give traders even a small edge. With the increased popularity of Deep Learning, many new methods are being developed for numerous applications. Often with a little creativity, these methods can be used in financial applications.

In this article I’m going to give an overview of two papers I found interesting that take DL methods and use them in a context.

Deep Factor Model

The first paper…

Will Sickinger

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