Deep Learning for Quant Finance: Transformers, LSTMs, and Reinforcement Learning - Softcover

Trex, Victor

Softcover

ISBN 13: 9798896652366

Verlag: NobleTrex Press, 2025

Inhaltsangabe

"Deep Learning for Quant Finance: Transformers, LSTMs, and Reinforcement Learning"

Deep learning is transforming quantitative finance, from intraday alpha generation to market making and derivatives hedging. This book is written for quantitative researchers, data scientists, and technically inclined practitioners who want to move beyond toy examples and build serious, production-grade models. Blending financial intuition with modern machine learning, it shows how to connect neural architectures directly to PnL, risk, and execution objectives in real markets.

You will progress from mathematical and market microstructure foundations to a full deep learning stack tailored to financial time series. The book covers sequence models (RNNs, LSTMs, TCNs), attention and Transformers for irregular, high-frequency data, and reinforcement learning for trading, execution, and market making. Along the way, you will learn how to design finance-aware loss functions and evaluation metrics, manage walk-forward validation and leakage, and integrate predictive models into portfolio construction, risk management, and option pricing workflows.

Assuming comfort with Python and basic probability, the text is self-contained in its treatment of the required math, optimization, and ML concepts. Throughout, it emphasizes robustness, MLOps, distribution shift, and explainability, culminating in end-to-end case studies. The result is a practical, rigorous guide to building deep learning systems that matter in a professional quantitative finance environment.

Details zur Ausgabe

• Verlag: NobleTrex Press
• Erscheinungsdatum: 2025
• Sprache: Englisch
• ISBN 13: 9798896652366
• Einband: Taschenbuch
• Anzahl der Seiten: 369
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: gpsr@libri.de; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Deutschland