Trent Spears

University of Oxford - Oxford-Man Institute of Quantitative Finance

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Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures Trading.

Number of pages: 15 Posted: 10 Sep 2020
Trent Spears, Stefan Zohren and Stephen Roberts
University of Oxford - Oxford-Man Institute of Quantitative Finance, University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
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Abstract:

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Financial time-series analysis, high-frequency data, interest rate derivatives, deep learning.