GTC ON-DEMAND

 
SEARCH SESSIONS
SEARCH SESSIONS

Search All
 
Refine Results:
 
Year(s)

SOCIAL MEDIA

EMAIL SUBSCRIPTION

 
 

GTC ON-DEMAND

Finance - Deep Learning
Presentation
Media
Factor Investing Using Deep Learning
Abstract:

We'll talk about how we use deep learning and GPU-Accelerated portfolio construction techniques to generate a long-short portfolio. We start with a database containing more than 4,000 daily factors on more than 6,000 publicly traded U.S. equities over nearly 30 years. We'll explain how we apply deep learning to process this data and identify relationships that forecast relative equity performance at multiple time horizons. Our neural network identifies long-short portfolios that we combine into our final portfolio by using a CUDA implementation of a risk-parity algorithm.

 
Topics:
Finance - Deep Learning
Type:
Talk
Event:
GTC Silicon Valley
Year:
2019
Session ID:
S9743
Streaming:
Download:
Share: