Deep Learning in Finance

Differential learning methods for solving fully nonlinear PDEs

William Lefebvre, Grégoire Loeper, Huyên Pham · Digital Finance

Improving credit risk assessment in P2P lending with explainable machine learning survival analysis

Gero Friedrich Bone-Winkel, Felix Reichenbach · Digital Finance

Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors

Ioannis Chalkiadakis, Gareth W. Peters, Matthew M. Ames · Digital Finance

Artificial intelligence for anti-money laundering: a review and extension

Jingguang Han, Yuyun Huang, Sha Liu, Kieran Towey · Digital Finance

Machine learning for financial forecasting, planning and analysis: recent developments and pitfalls

Helmut Wasserbacher, Martin Spindler · Digital Finance

DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks

Georgios Fatouros, Georgios Makridis, Dimitrios Kotios, John Soldatos, Michael Ε. Filippakis, Dimosthenis Kyriazis · Digital Finance

Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions

Philippe Bergault, Louis Bertucci, David Bouba, Olivier Guéant · Digital Finance

Forex exchange rate forecasting using deep recurrent neural networks

Alexander Jakob Dautel, Wolfgang Karl Härdle, Stefan Lessmann, Hsin‐Vonn Seow · Digital Finance