Questions tagged [finance]
Field concerned with the allocation (investment) of assets and liabilities over space and time, often under conditions of risk or uncertainty.
44
questions
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25 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 ...
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0answers
17 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 ...
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0answers
9 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 \...
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1answer
24 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:
...
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1answer
18 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 ...
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0answers
13 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
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0answers
21 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
53 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
48 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
...
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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
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2answers
104 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
...
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vote
2answers
50 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 ...
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votes
0answers
12 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 ...
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0answers
30 views
How can Reinforcement Learning Work in Trading?
I have recently become interested in Reinforcement Learning, mostly as a result of Alpha Zero’s success in the chess (and my own enthusiasm for the game).
While I understand the utility of RL in board ...
1
vote
0answers
13 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
194 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://...
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0answers
16 views
can macd be calculated for values other than 12 and 26?
I am working on time-series classification problem using CNN. The dataset used is financial stock market data(like yahoo finance). I am using some technical indicators calculated using raw values high,...
0
votes
1answer
64 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 ...
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0answers
76 views
Stock price forecasting example with LSTM or GRU that beats a simple persistence forecast
There are lots of examples in the internet about how to do predict time series. However, they all suffer from at least one of the following problems:
tiny data set (like the "shampoo sales" with a ...
0
votes
1answer
23 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
90 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 ...
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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
525 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
958 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
38 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 ...
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0answers
81 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/...
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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 ...
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0answers
59 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
66 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
293 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
738 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) ...
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vote
1answer
123 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
791 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
37 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
241 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
427 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
355 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 ...
