~/talk

Complex AI Forecasting Methods for Investments

Talkat Conf42 Python 2021 · on Thursday, 2021-05-27· [machine-learning]
slides:none on file

A complete AI investment platform is presented that combines ResNet/DenseNet, LSTM, GAN autoencoders for supervised forecasting with AlphaZero-style reinforcement learning for risk control and position sizing; the stack uses PyTorch/Lightning and Python libs (yfinance, Prophet, GluonTS/N-BEATS implementations) and shows a live demo and real deployment to a Luxembourg fund. Claims include >60% directional accuracy on some financial series, M4-inspired N-BEATS performance versus ARIMA/ETS baselines, and a PPO agent in OpenAI Gym that produces nontrivial profit in short backtests.

AI-written summary · about

  1. 0:00AI forecasting for investments
  2. 2:00Advanced time series forecasting
  3. 4:07Machine learning breakthroughs
  4. 6:35AI time series methods
  5. 10:05Demo: N-BEATS for financial series
  6. 14:03Stock price prediction modeling
  7. 17:14Reinforcement learning strategies
  8. 21:06Evaluating RL agent
  9. 22:34Q&A
~/search
type to search 6,249 conferences, 138,987 speakers and 185,172 talks
~/help
cmdctrl k
search every conference, speaker and series
/
focus the filter search
h
home
c
conferences
s
speakers
e
series
t
light / dark — the status bar button does the same
?
this help
esc
close this, then clear every filter — or just the search, while you are typing in it

Ignored while you are typing. Pages without a filter rail have no search to focus.