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"Applying Deep Learning Techniques to Financial Time Series" from QuantCon Singapore 2016

QuantCon Singapore 2017, our quantitative trading conference, is right around the corner on September 28th-30th. In anticipation for this year's conference, we hope you enjoy this presentation from QuantCon Singapore 2016.

"Applying Deep Learning Techniques to Financial Time Series" by Scott Treloar, Founder of Noviscient

Deep learning is a subset of machine learning that draws on fields including applied mathematics, statistics, computer science and neuroscience. Currently it is experiencing tremendous growth due to the confluence of larger datasets, massive computational power and the development of new algorithms. While there is a lot of work on static data and some work on sequential data (such as text-based learning), less attention has been paid to (dynamic) time series data. In finance we are often interested in problems of prediction and classification, based on time series data.

In this talk, we introduce deep learning models and discuss their application to time series data. We do this in the context of using a trained model to make predictions from new data. After introducing the framework, we work through the application of deep learning to a number of areas in finance.

Hear from the Experts at QuantCon Singapore 2017 - September 28th-30th

Join us to hear from our keynote speaker Yi Li, Portfolio Manager at GIC’s Systematic Investment Group (SIG), with your fellow quants at QuantCon Singapore. Our 3-day program will be focused on rigorous methodologies and ideas, cutting-edge data and tools, and current industry trends, that can help you improve your own investment strategies.

Other 2017 talks include:

  • "Supply Chain Earnings Diffusion" by Josh Holcroft, Head of Quantitative Research, Asia at UBS Investment Bank
  • "Portfolio Optimization: When You Don’t Know the Future (or the Past)" by Rob Carver, Independent Systematic Futures Trader, Writer and Research Consultant
  • "Application of ARIMA Modelling to Handle Intraday FX Volatility during Economic Data Release (EDR)" by Alex Siew, Fund Manager in VCB Capital

Tickets are available now. To learn more, visit www.quantcon.sg.

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