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Deep Learning of Alpha Term Structures from the Order Book

Fields Institute via YouTube

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Watch a 57-minute quantitative finance seminar presented by Petter Kolm from New York University's Courant Institute of Mathematical Sciences, exploring the application of deep learning techniques to extract alpha term structures from order book data, delivered as part of the Fields Institute's Quantitative Finance Seminar series.

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Deep Learning of Alpha Term Structures from the Order Book

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Fields Institute

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