README.md

Module1. Deep Learning Revisiting

Goal

• Understand the problems with financial time series predictions and advantages/disadvantages of machine learning
• Learn how to implement FNN, CNN model using Tensorflow Keras API on Google Colab
• Learn how to use Google Colaboratory

Modules

• M1.1 Introduction

  • [PPT] Introduction to the Course
  • [Video] Stock Price Prediction | AI in Finance (24 min)

• M1.2 Machine Learning for Financial Time Series Prediction

  • [PPT] Machine Learning for Financial Time Series Prediction

• M1.3 Introduction to Deep Learning with Google Colab (Will Be Updated at Nov)

  • [Video] Introduction to Deep Learning (20min) [Code]
  • [PPT] Review on Deep Learning

• M1.4 Convolutional Neural Networks

  • [Video] Loading in Your Own Data (18min)
  • [Video] Convolutional Neural Networks (18min)
  • [Hands-on-Labs] Convolutional Neural Networks [Code] [Data]

• M1.5 Exercise on Convolutional Neural Networks

  • [Assignment] Simple 1D Convolution for Time Series Prediction [Problem] [Solution]

• M1.6 Assignment

• M1.7 Slack Discussion

Q&A

• Module 1. Deep Learning Revisiting

References

• KAIST Summer Session 2018, 2018
• 전직 트레이더, 초단타 퀀트 매매법을 말하다: 권용진 대표 인터뷰, 2018
• Deep learning in finance, 2016

Supplementary Materials

• [Video] AFA Lecture: Machine Learning and Prediction in Economics and Finance (89min)