Temporal Convolutional Neural Net for stock selection, using a Genetic Algorithm for feature selection. This project is my Master Thesis in Finance at ESADE Business School, October 2020. The Data used represents both fundamental and technical data at a daily frequency for all the components of the Wilshire 5000 for 20 years from 2000 to 2019 included. All the data comes form the WRDS repository.
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Temporal Convolutional Neural Net for stock selection, using a Genetic Algorithm for feature selection