DEGREE PROJECT, IN , SECOND LEVELMATHEMATICAL STATISTICS STOCKHOLM, SWEDEN 2015 Deep Learning for Multivariate Financial Time Series GILBERTO BATRES-ESTRADA KTH ROYAL INSTITUTE OF TECHNOLOGY SCI SCHOOL OF ENGINEERING SCIENCES www.bigquant.com 人工智能量化平台 www.bigquant.com 人工智能量化平台 Deep learning for multivariate financial time series
G I L B E R T O B A T R E S - E S T R A D A
Degree Project in Mathematical Statistics (30 ECTS credits) Degree Programme in Engineering Physics (270 credits) Royal Institute of Technology year 2015 Supervisor at Söderberg & Partners: Peng Zhou Supervisor at KTH: Jonas Hallgren and Filip Lindskog Examiner: Filip Lindskog TRITA-MAT-E 2015:40 ISRN-KTH/MAT/E--15/40--SE
Royal Institute of Technology School of Engineering Sciences KTH SCI SE-100 44 Stockholm, Sweden URL: www.kth.se/sci www.bigquant.com 人工智能量化平台
