What's the deal with Deno? We talk with a major contributor to find out. Listen now.

Questions tagged [finance]

Field concerned with the allocation (investment) of assets and liabilities over space and time, often under conditions of risk or uncertainty.

Filter by
Sorted by
Tagged with
2
votes
2answers
33 views

Predicting financial data (choosing a model)

it is my first time doing something with financial data. I have a dataset with account numbers and some other information about each client (some clients span more than one row since we have info for ...
1
vote
0answers
13 views

Correcting high AR(1) coefficients in dynamic Gordon model

I have just finished my thesis on a heterogeneous dividend expectations model applied to the COVID-19 crisis! However after receiving some feedback there is one last issue I want to resolve. I'm using ...
0
votes
0answers
30 views

How to normalize price from different years for machine learning models

I'm working on a price prediction problem which there is monthly data available with prices for several years. For training complex non-linear models like neural networks I will need a lot of data to ...
0
votes
0answers
18 views

How to estimate a heterogeneous asset pricing model in eviews?

I'am trying to estimate a heterogeneous asset pricing model for my thesis in eviews. It is a model where the fundamental price is determined by the sum of discounted future dividends where two type of ...
0
votes
0answers
12 views

How to use a stock's daily rate of return to estimate its price after a certain number of days?

I am teaching myself finance with the idea of applying data science to it, but I am confused about the concept of daily rate of return. Specifically, given the price of a stock $P(t)$ on day $t \in \...
0
votes
1answer
28 views

What's the best way to do classification basing on two given datasets (annual data and daily data)?

I want to do binary-classification basing on two given dataset, one is annual statistical data of a company and has the label I should be able to predict like this: ...
0
votes
1answer
22 views

How to measure Covid impact by analysing credit card transaction of customer

I Want to know how can I identify that is the customer is in financial distress due to the COVID situation using its credit card transactions. I have a daily transaction of customers till current ...
1
vote
0answers
14 views

Lasso stricter with more data

I am currently analyzing investment strategies, and have implemented a backtest accordingly. This essentially means that I predict returns each month by using all prior historical data. Consequently, ...
2
votes
0answers
22 views

Financial Time Series and Machine Learning question

I am working on a Machine Learning project applied to a financial time series. Initially, I grabbed features (open, high, low, close) and implemented a Random Forest. One of the subsequent tasks ...
2
votes
0answers
76 views

Will flattening multivariate time series data before clustering make the results meaningless?

I have a large number of financial time series that I wish to do cluster analysis on. Each time series has the same length and spans multiple years of daily data (returns, volatility, etc.). As part ...
1
vote
1answer
54 views

Image classification on stock data

I am trying to classify stock images into 4 categories: Category 1: Image patterns which gives more than 10% profit next 3 day. Category 2: Image patterns which gives less than 10% profit but ...
1
vote
0answers
10 views

Corpus suggestion for financial domain [closed]

I am looking for a financial corpus or any form of publicly available financial texts which is replete with technical terms and acronyms. Any suggestion is appreciated.
-1
votes
2answers
178 views

What is the approx minimum size of dataset required to build 90% correct model?

I am working with a financial dataset size which is around 3000. I have attempted the supervised-learning regression techniques and not able to go beyond 70% accuracy. Features: 10 Data size:3700 ...
1
vote
2answers
53 views

Understandable and explainable machine learning model

I want to find formula for best financial portfolio. Inputs: Historical fundamental data for last 15 years. For 3000 companies for every quatal we have things like ...
0
votes
0answers
13 views

Which applications of Machine Learning/Data Science exist in the field of Financial Risk Management?

I am looking for a list of applications for Machine Learning in Financial Risk Management. In my job nowadays we measure Value-at-Risk and other similar measures, at different levels of the ...
1
vote
0answers
14 views

Bootstrapped curves and machine learning

I am exploring machine learning models to employ for my use case as described below and would appreciate some expertise Effectively I have bootstrapped bond prices to derive a zero coupon curve for ...
1
vote
2answers
245 views

Splitting training and test set with financial data

I am using trees algorithms (decision tree, random forest and XGBoost) to forecast the sign of the returns in the stock market (classification). I am using this article as a reference: http://...
0
votes
1answer
78 views

How do I find all the drastic changes in the stock and fetch news for those days of the stock?

I am analyzing MindTree company's stocks as an internship project using python pandas and have been given the task to find all the drastic changes by looking at the produced plot for the stock and ...
0
votes
1answer
24 views

May I use the same data in several time series intervals?

I am playing with RNNs / LTSMs for a classification task in predicting financial data. I have a time-series going many years back, and are planning to divide it into a number of shorter time-...
1
vote
2answers
107 views

LSTM for financial data

I'm using LSTM to predict financial data. As input data I use log returns and I want to predict the next day market movement. Do I need to retrain the ANN every day in order to keep time consistency ...
2
votes
2answers
2k views

How is data science applied in investment banking?

What do data scientists do at investment banks? What tools are they using? What kind of analysis are they doing? Why are they doing it? Etc.
2
votes
2answers
1k views

Binary Classification Probabilities

I'm using keras in R to predict financial time series. I guess that ANN converges. But when I do predictions I can see that probabilities don't sum up to 1 I'm using ...
1
vote
1answer
591 views

Predict the loss amount for insurance policies using the historical trends and features?

Anyone who has worked with insurance policy datasets, please guide me to an appropriate dataset for this problem . Also, what is this 'loss amount' and what model will be appropriate for it?
1
vote
1answer
1k views

Can LSTM Predict The Next Few Days Of Stock Price?

I have searched many websites and forums describing stock price forecast using LSTM. They shared two things in common: one is that all the sources make predictions with same set of data and none of ...
3
votes
1answer
39 views

Structure the dataset for financial machine learning

I am trying to construct a dataset to apply MLP in forecasting financial returns. The main idea is that I want to predict future equity returns (1 month ahead, but the horizon can vary, just to give ...
1
vote
0answers
95 views

Any tool that can help on manually label a time series data please?

i am working with a 10 years weekly financial time series data set, which has the standard format date open high low close volume. i would like to manually label (classify) the data set with label/...
1
vote
0answers
24 views

Local U.S. City Government Expenditures APIs?

I'm currently working on a project that will compile the various expenditures of local city governments (Health, Transportation, etc), what initiatives are present in those major cities, and more ...
1
vote
0answers
61 views

Are there any APIs for financial pattern recognition? [closed]

I have seen this question on the site, however it is asking for the techniques that can be used for implementation. The thing I want to know is that, on the other hand, if are there any APIs or ...
2
votes
1answer
69 views

Preprocess list data

I got question about preparation data for my ML algorithm. Raw data has format similar to: ...
2
votes
2answers
1k views

how many rows have values from the same columns pandas

I have a df with many columns that represent the market cap of companies that compose an index. The index of the dataframe is dates. Before the company enters the index or after it leaves it, the ...
0
votes
1answer
54 views

Constructing graph of crypto financial instruments 2016-2017

Set of financial instruments represent the set of vertices of the graph. For any pair of vertices $i$ and $j$, an edge connecting them is added to the graph if the corresponding correlation ...
1
vote
1answer
302 views

Best way to store financial data together with news

My question is if there is a DBMS that allows storing financial data (i.e. timestamp+value) together with small text fragments. These small fragments will not be very long, but it might help an ...
1
vote
1answer
747 views

Reinforcement Learning algorithm for Optimized Trade Execution

My question deals with the algorithm described in the paper: Reinforcement Learning for Optimized Trade Execution This paper uses reinforcement learning technique to deal with the problem of ...
1
vote
0answers
27 views

Find a Default Assumption for a series of Forecasted Loans

Your help would be appreciated! I'm trying to calculate the net returns of a series loans, at different stages of completion. I've categorised the loans into open loans (repaying & late loans) ...
1
vote
1answer
124 views

Understanding portfolio-level risk models

I have a tremendous amount of experience training supervised machine learning models. However, I recently became a data scientist at a small financial services company, and I've been asked to build ...
4
votes
5answers
868 views

Deep Learning Project to Predict Stock Prices

So I have a background in computer programming and a little in machine learning in general. What I would like to do is create a fun project in A.I. with deep learning. I have a dataset that has a ...
0
votes
1answer
39 views

Recommendations for algorithm

I have a very large dataset consisting of approximately 15,000 rows of survey data. The surveys are quantitative summaries of interviews with investors regarding their rankings of financial asset ...
0
votes
1answer
1k views

Difference between business and financial and data analyst

Can anyone please tell me whats the difference between Business analyst Financial analyst Data analyst And what should one need to learn in order to achieve either of these profile.
1
vote
1answer
251 views

Finding levels in an array of floats

Before anybody asks please let me confirm this question is related to trading technical analysis. The problem is quite simple, but I lack the scientific background required to solve it. Data comes ...
0
votes
1answer
432 views

Resources for data science applications in finance/banking [closed]

What are good resources for data science applications in finance/banking ? I want to know about the following: Trends in finance/banking area What creative companies do in finance/banking area ...
3
votes
1answer
1k views

Application of Control Theory in Data Science [closed]

I have recently completed an MSc in Control Systems from a top university. It seems to me that control theory must have an application within data science. I would like to apply my degree within this ...
1
vote
2answers
372 views

Use of Nash-Equilibrium in big data environments

Has there been a successful implementation of Nash-Equilibrium in big data problems like suggesting a best buy in a stock market, in traffic monitoring systems or crowd control systems. All the above ...
4
votes
2answers
3k views

Machine Learning on financial big data [closed]

Disclaimer: although I know some things about big data and am currently learning some other things about machine learning, the specific area that I wish to study is vague, or at least appears vague to ...