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Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

Convolutional Neural Networks And Unconventional Data

Predicting The Stock Market Using Images

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

About Me (briefly)VP of Data Science at SpringML

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

● Modeling time-series data with convolutional neural networks

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

● Modeling time-series data with convolutional neural networks

● Take the time to experiment beyond modeling norms

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

● Modeling time-series data with convolutional neural networks

● Take the time to experiment beyond modeling norms

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

finance.yahoo.com/quote/BTC-USD/

Time-series Data

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

Svds.com/predictive-maintenance-iot/

● Linear Regression● Survival Analysis● RNNs● LSTMs● Etc.

Manuel Amunategui amunategui.github.io

Time-series Data

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

Convolutional Neural Networks (CNN)

en.wikipedia.org/wiki/Convolutional_neural_network

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

Image Data

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

Why? New Perspective

Manuel Amunategui amunategui.github.io

Lucas Amunategui

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

Why? Bridging Worlds

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

http://amunategui.github.io/unconventional-convolutional-networks

Creating Synthetic Images

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

http://amunategui.github.io/unconventional-convolutional-networks

Manuel Amunategui amunategui.github.io

Creating Synthetic Images

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

http://amunategui.github.io/unconventional-convolutional-networks

Manuel Amunategui amunategui.github.io

Creating Synthetic Images

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

http://amunategui.github.io/unconventional-convolutional-networks

Manuel Amunategui amunategui.github.io

Creating Synthetic Images

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

http://amunategui.github.io/unconventional-convolutional-networks

Manuel Amunategui amunategui.github.io

Creating Synthetic Images

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

http://amunategui.github.io/unconventional-convolutional-networks

Manuel Amunategui amunategui.github.io

Creating Synthetic Images

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

What to Predict?

http://amunategui.github.io/unconventional-convolutional-networks

We need to predict something so let’s go with the 3-day moving average being above the 6-day moving average, implying an up day - vice-versa for down days.

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

Keras CNN

http://amunategui.github.io/unconventional-convolutional-networks

Based on a VGG-like convnet found in the Keras Getting started with the Keras Sequential model’ guide https://keras.io/getting-started/sequential-model-guide/

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

Analyzing Results

http://amunategui.github.io/unconventional-convolutional-networks

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

Extreme Gradient Boosting (XGBoost)

http://amunategui.github.io/unconventional-convolutional-networks

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

Ensembling: CNN + XGBoost

http://amunategui.github.io/unconventional-convolutional-networks

Manuel Amunategui amunategui.github.io

Convolutional Neural Networks And Unconventional Data - Predicting The Stock Market Using Images

Manuel Amunategui amunategui.github.io

Conclusion

http://amunategui.github.io/unconventional-convolutional-networks

Contact Emailmanuel.amunategui@springml.com

Linkedin Profilehttps://www.linkedin.com/in/manuel-amunategui-20748923

Bloghttps://amunategui.github.io