Zihao Zhang

University of Oxford - Oxford-Man Institute of Quantitative Finance

Eagle House

Walton Well Road

Oxford, Oxfordshire OX2 6ED

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

36

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

DeepLOB: Deep Convolutional Neural Networks for Limit Order Books

Zhang, Z., Zohren, S., & Roberts, S. (2019). DeepLOB: Deep convolutional neural networks for limit order books. IEEE Transactions on Signal Processing, 67(11), 3001-3012.
Number of pages: 12 Posted: 08 Feb 2020
Zihao Zhang, 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
Downloads 36 (469,839)
Citation 3

Abstract:

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Feature extraction, Predictive models, Data models, Instruments, Mathematical model, Stock markets, Training

2.

Deep Reinforcement Learning for Trading

Journal of Financial Data Science, Volume 2, Issue 2, 2019, https://jfds.pm-research.com/content/2/2/25
Posted: 10 Feb 2020
Zihao Zhang, 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

Abstract:

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Reinforcement Learning, Trading Strategies, Time-Series Momentum