1 code implementation • 23 May 2016 • J. B. Heaton, N. G. Polson, J. H. Witte
At the heart of our algorithm are deep hierarchical compositions of portfolios constructed in the encoding step.
no code implementations • 21 Feb 2016 • J. B. Heaton, N. G. Polson, J. H. Witte
We explore the use of deep learning hierarchical models for problems in financial prediction and classification.
1 code implementation • 13 Oct 2015 • J. B. Heaton, N. G. Polson, J. H. Witte
We develop a simple stock selection model to explain why active equity managers tend to underperform a benchmark index.