The Conference for Machine Learning Innovation

Deep Learning for financial Time Series Analysis

Session
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Join the ML Revolution!
Until the Conference starts:
✓ Group discount
✓ Special discount for freelancers
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Join the ML Revolution!
Register until August 11:
✓ Save up to $593
✓ ML Intro Day for free
✓ Team discount
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Join the ML Revolution!
Register until August 11:
✓ Save up to $593
✓ ML Intro Day for free
✓ Team discount
Register Now
Join the ML Revolution!
Register until September 23:
✓ PS Classic or C64 Mini for free
✓ Save up to €310
10 % Team Discount
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Join the ML Revolution!
Register until September 23:
✓ PS Classic or C64 Mini for free
✓ Save up to €310
10 % Team Discount
Register Now
Infos
Tuesday, December 5 2017
11:30 - 12:30
Room:
Saal A

We describe in detail how a deep learning algorithm works and how it can be applied to financial time series analysis. Presenting our four-step procedure of auto-encoding, calibration, validation, and verification, we solve examples from index replication and portfolio creation. We also discuss some of the detail to be kept in mind when creating a machine learning based systematic trading strategy.

This Session originates from the archive of Diese Session stammt aus dem Archiv von BerlinBerlin . Take me to the program of . Hier geht es zum aktuellen Programm von Munich Munich .

This Session originates from the archive of Diese Session stammt aus dem Archiv von BerlinBerlin . Take me to the program of . Hier geht es zum aktuellen Programm von Singapore Singapore .

This Session originates from the archive of Diese Session stammt aus dem Archiv von BerlinBerlin . Take me to the program of . Hier geht es zum aktuellen Programm von Berlin Berlin .

This Session Diese Session originates from the archive of stammt aus dem Archiv von BerlinBerlin . Take me to the current program of . Hier geht es zum aktuellen Programm von Munich Munich , Singapore Singapore or oder Berlin Berlin .

Behind the Tracks