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Using deep learning to characterise weak signals in global equity markets: a case study of COVID-19
This study examines the use of deep learning to identify and characterise anomalous events and their preceding weak signals in equity price data. Particular interest is placed on Gray Rhino events, indicated by the presence of progressively stronger signals prior. The market behaviour prior to and d...
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| Format: | Thesis |
| Language: | English |
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Department of Finance and Tax
2025
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