J. B. Heaton, J. H. Witte: Synthetic Financial Data: An Application To Regulatory Compliance For Broker-Dealers ; Journal of Financial Transformation, 50 , 2019; Key Words: Synthetic Data, Machine Learning, Best Interest, Compliance; Final preprint https://ssrn.com/abstract=3417199 ; Final version here .
J. B. Heaton, N. G. Polson, J. H. Witte: Deep Learning for Finance: Deep Portfolios ; Applied Stochastic Models in Business and Industry (ASMB), 33 (1), pp. 1-12, 2017; Key Words: Deep Learning, Machine Learning, Big Data, Artificial Intelligence, Finance, Asset Pricing, Volatility, Deep Frontier; http://ssrn.com/abstract=2838013 .
J. B. Heaton, N. G. Polson, J. H. Witte: Deep Portfolio Theory ; Key Words: Deep Learning, Artificial Intelligence, Efficient Frontier, Portfolio Theory; https://arxiv.org/abs/1605.07230 .