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Table 5 A summary of publications of DL models and F&B domains

From: Deep learning in finance and banking: A literature review and classification

 

ANN/DNN/FNN/MLP

CNN

LSTM

RNN (Simple)

RL

DBN

RBM

Exchange rate prediction

Shen et al. (2015)

Zheng et al. (2017)

Ravi et al. (2017)

Galeshchuk and Mukherjee (2017)

   

Shen et al. (2015)

Zheng et al. (2017)

 

Stock market direction/prediction/movement/volatility

Matsubara et al. (2018)

Chen et al. (2018b)

Chong et al. (2017)

Yan and Ouyang (2017)

Kim and Won (2018)

Singh and Srivastava (2017)

Dingli and Fournier (2017)

Gunduz et al. (2017)

Tadaaki (2018)

Hernandez and Abad (2018)

Sohangir et al. (2018)

Krausa and Feuerriegel (2017)

Yan and Ouyang (2017)

Kim and Won (2018)

Minh et al. (2017)

Baek and Kim (2018)

Krausa and Feuerriegel (2017)

Minh et al. (2017)

Singh and Srivastava (2017)

Jiang et al. (2018)

  

Chong et al. (2017)

Hernandez and Abad (2018)

Stock trading

Sezer et al. (2017)

Chen et al. (2017)

Deng et al. (2017)

Fischer and Krauss (2017)

Hsu et al. (2018)

Jeong and Kim (2018)

Deng et al. (2017)

Deng et al. (2017)

Bao et al. (2017)

Fischer and Krauss (2017)

Deng et al. (2017)

Bao et al. (2017)

Jeong and Kim (2018)

Deng et al. (2017)

Martinez-Miranda et al. (2016)

Feuerriegel and Prendinger (2016)

Chakraborty (2019)

Zhang and Maringer (2015)

Chen et al. (2018a)

  

Price prediction

Sehgal and Pandey (2015)

      

Portfolio management

Song et al. (2017)

  

Almahdi and Yang (2017)

Almahdi and Yang (2017)

  

Macroeconomic prediction

Sevim et al. (2014)

Chatzis et al. (2018)

      

Banking default risk and credit

Rönnqvist and Sarlin (2017)

Zhu et al. (2018)

Wang et al. (2019)

Jurgovsky et al. (2018)

 

Han et al. (2018)

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