A Deep Learning approach to Algorithmic Trading in the Financial Markets
Bachelor Thesis of Oana Florescu, University of Bucharest
Content
You can find here the notebooks that I used to prepare my bachelor thesis, the project consist in creating 4 models:
- LSTM prediction model
- Regression prediction model
- SVM prediction model
- Baseline predicion model
I use this four models to generate a trivial trading strategy and compare the absolute cumulative returns
Reference
I followed the following papers:
Thanks
Thank to the amazing @lessandro for listening to my screaming about this project