deep-learning-for-finance

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Sanaurrehmanarain / wqu-msc-financial-engineering

Coursework, projects, and datasets from the MSc in Financial Engineering (MScFE) program at WorldQuant University.

python machine-learning deep-learning jupyter-notebook quantitative-finance financial-data financial-markets risk-management financial-engineering derivative-pricing financial-econometrics portfolio-management stochastic-modeling wqu mscfe machine-learning-in-finance worldquant-university deep-learning-for-finance

Updated Jul 23, 2026
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Sanaurrehmanarain / dl-finance-leakage

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An investigation into the application of Deep Learning architectures (MLP, LSTM, and CNN via Gramian Angular Fields) to predict Bitcoin directional returns, focusing on a rigorous forensic analysis of data leakage.

finance deep-learning bitcoin lstm quantitative-finance financial-engineering overfitting data-leakage wqu mscfe gramian-angular-fields worldquant-university walk-forward-validation deep-learning-for-finance

Updated Jul 23, 2026
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Sanaurrehmanarain / tactical-asset-allocation-lstm

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A comprehensive end-to-end deep learning finance project implementing tactical asset allocation strategies using LSTM neural networks to forecast multi-asset ETF returns and generate dynamic portfolio rebalancing signals.

python finance deep-learning tensorflow lstm portfolio-optimization quantitative-finance etf asset-allocation financial-engineering wqu mscfe worldquant-university algorithmic-trading-dotnet return-forecasting deep-learning-for-finance

Updated Jul 23, 2026
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Sanaurrehmanarain / dl-finance-ts-forecasting

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A comparative analysis of MLP and CNN (GAF) models for time series forecasting on AAPL stock, exploring stationarity, log returns, and fractional differencing.