Using TensorFlow to solve the problems of financial forecasting for high-frequency trading.

13 Sept 2018, 16:00
15m
406A

406A

Sectional reports 11. Big data Analytics, Machine learning 11. Big data Analytics, Machine learning

Speaker

alexey Stankus (-)

Description

The use of neural networks significantly expands the possibilities of analyzing financial data and improves the quality indicators of the financial market. In article we examine various aspects of working with neural networks and Frame work TensorFlow, such as choosing the type of neural networks, preparing data and analyzing the results. The work was carried out on the real data of the financial instrument Si-6.16 (futures contract on the US dollar rate)

Primary author

Presentation materials