<p>I'm about to write my Master's thesis, and I'm really interested in Machine Learning. Do you know any interesting applications of Machine Learning in economics? And preferably, in Finance?</p>
<p>Doing my Master's in Economics I have written two papers:</p>
<ol>
<li>Using Neural Networks to outperform the Black Scholes model in pricing options</li>
<li>Using Deep Learning to outperform GARCH-type models in forecasting realised variance.</li>
</ol>
<p>However, I struggle to find an interesting subject for my thesis. What papers/applications do you know?</p>
<p>Thanks in advance!</p>

CC BY-SA 4.0
2020-08-07T18:45:17.657Z
Marcos Lopez De Prado wrote a book on machine learning in finance so I bet that there are a lot of references in that book.
mark leeds
<finance>
What are some interesting papers using Machine Learning in economics/finance?
Modvinden
# What are some interesting papers using Machine Learning in economics/finance?

(Asked by: username_0 on 2020-08-06)

I'm about to write my Master's thesis, and I'm really interested in Machine Learning. Do you know any interesting applications of Machine Learning in economics? And preferably, in Finance?

Doing my Master's in Economics I have written two papers:

1. Using Neural Networks to outperform the Black Scholes model in pricing options
2. Using Deep Learning to outperform GARCH-type models in forecasting realised variance.

However, I struggle to find an interesting subject for my thesis. What papers/applications do you know?

Thanks in advance!

**Tags:** finance

> **Comments:**
> **username_1**: Marcos Lopez De Prado wrote a book on machine learning in finance so I bet that there are a lot of references in that book.  

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## 0 answers

