课程详情

【课程简介】

陈宣斌《用机器学习模型和推特数据预测金融时间序列》

1.Whatshouldwetrytomodel?

2.FinancialTimeSeriesofReturns

3.Whatisthedistributionofstockreturns?

4.Assumelog–normaldistribution

5.Weakstationarity(atleast)

6.Generalmodelforafinancialtimeseries

7.Nonlinearmodels

8.NeuralNetworks(feed-forward)

9.SupportVectorMachines

10.Modeltrainingandtesting

11.Sometechnicaldifficulties

12.Howwedidit

13.Twittersocialindicatorsimplemented

14.SentimentAnalysis

15.FinancialTimeSeries

16.Experimentalsetup

17.ExperimentalResults

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