Macrosynergy published a framework for end-to-end deep learning for portfolio optimization integrating a convolutional neural network for feature extraction and noise reduction alongside a long short-term memory (LSTM) network to capture temporal dependencies.
Published
Signal category
Research & Knowledge
Quote
“The proposed framework integrates a convolutional neural network (CNN) for effective feature extraction and noise reduction, alongside a long short-term memory (LSTM) network to capture temporal dependencies.”
— Ralph Sueppel|Macrosynergy team
Company
Macrosynergy
Pioneers of macro quantamental data and trading strategies
- Industry
- Financial Services
- Location
- London, GB
- Company size
- 13 employees
Macrosynergy is a London based macroeconomic research and technology company whose founders have developed and employed macro quantamental investment strategies in liquid, tradable asset classes, across many markets and for a variety of different factors to generate competitive, uncorrelated investment returns for institutional investors for two decades. Our quantitative-fundamental (quantamental) computing system tracks a broad range of real-time macroeconomic trends in developed and emerging countries, transforming them into macro systematic quantamental investment strategies. In June 2020 Macrosynergy and J.P. Morgan started a collaboration to scale the quantamental system and to popularize tradable economics across financial markets.
Founded 2009