You can look up the Deep Learning in Finance Summit and look at who has spoken to find professors and universities for example I saw listed: University of Oxford, Hanken School of Economics, and they also listed some labs and companies interested in these topics.
This is a youtube video from the summit that seems aligned with your research interests:
Unfortunately, trading companies are not eager to share their work (for obvious reasons). The ones that do get published are usually laughable.
TBH, judging from my short experience in a hedge fund that tried to do that -- DL just might not be a good fit. I suspect that companies that do claim success in do it because of the deep learning hype.
But don't take my word on it -- I'm not a specialist in trading and my experience took time a few years back.
A simple search now gave me much more results -- like https://arxiv.org/pdf/1602.06561v2.pdf , you can look up the authors. But I'd still expect the research to happen in industry labs, not in academia.
