“In the next 10 years, all financial companies will be turned upside-down, with AI replacing traders, bankers, accountants, research analysts, and insurance companies. -- Kai-Fu Lee, commencement speech of class 2017, engineering school of Columbia university”

I believe deep learning will change everything, including the finance industry.

My interest in data science/machine learning was sparked by Alphago's historic defeat of human champion Lee Sedol.

Alphago Zero: Learning from Scratch Alphago Zero Cheat Sheet An open-source implementation of the AlphaGoZero algorithm

Deep Learning Materials

Deep Learning

• Stanford 231n: Convolutional Neural Networks for Visual Recognition by Fei-fei Li (Legibility ★★★★★, Depth ★★★☆)

• Stanford STATS 385: Theories of Deep Learning (Legibility ★★★★☆, Depth ★★★★☆)

Reinforcement Learning

• UC Berkeley CS 294: Deep Reinforcement Learning (Legibility ★★★★★, Depth ★★★★)

• UCL Course on Reinforcement Learning by David Silver (Legibility ★★★★★, Depth ★★★☆)

RNN/CNN

• ResNet: Deep Residual Networks by Kaiming He et al.(Legibility ★★★★, Depth ★★★)

• CapsNet: Capsule-Network-Tutorial (Legibility ★★★★★, Depth ★★☆)

Academic Research Applying DL in Finance

• Computational Finance and Algorithmic Trading Papers by Michael Kearns and Yuriy Nevmyvaka

• Deep Learning in Finance by Nick Polson

• Deep Learning Theories and Application in LOB by Justin Sirignano

• Matthew Dixon

• Jan Witte