【State of the art】using deep learning in quantitative finance

They are all html files, please remember to download it and open it with browser. Most part of this document is writen in English, but due to the reference written in Chinese tier-1 company, some part was writen in Chinese. If the descriptions written in Chinses, I will write a sentence in English to describe it. There are 4 html files, you can have a look at the Overview Part. If you have interests, then you can git clone this project. There are four html files which will give you detailed introduction.

1. Tensorflow Tutorial.html: basic usage about tensorflow, if you are familar with it, you can skip it.

2. Fully-connected-layer.html: fully-connected-layer's usage and its application in finance.

3. Recurrent neural network.html: recurrent-neural-network, usage and its application in finance.

4. Convolutional-neural-network.html: convoluntional-neural-network, usage and its application in finance.

【Overview】

【Before July 2019】

【Before Dec 2019】

If you are intrested in my work and interested in AI and Quant, please follow me and give me a star. I will update my work if I have time, opportunity. And the most important part is that many of my work can't be shared, I have signed Non-Disclosure Agreement to some tier1 company. For some work, if I have the right, I will upload them.

But the disappointing thing is that, I have to sign strict NDA (non-disclosure agreement) in my latest two internships, nothing have been updated since the late 2019, sorry for that....

【Update in Jan 2021】

I decide to update this repository later. Definitely I can't upload anything from company, but for sth out of the business, I will ask for approve from the compliance officer for each update before I update it. So please give me more patience. Thanks.