Dear all, this is to announce a minicourse on "Neural Networks for Time Series Analysis" that will take place at

Ca'Vgnal 2 College of Mathematics - Dept. of Computer Science - UniVr Strada le Grazie, 15 - Verona

located here

https://goo.gl/maps/Yx2JU

Speaker Oleksandr Honchar [HPA – University of Verona]

Program, Abstract and timetable

Lecture 1: Introduction to machine learning and time series analysis Lecture 2: Data preparation and feed-forward neural networks Lecture 3: Convolutional and recurrent neural networks Lecture 4: Building a trading strategy and further applications

Abstract

In this mini-course we will study artificial neural networks as a tool for time series classification and forecasting. We will review theoretical concepts of feed-forward, convolutional and recurrent neural networks, their modern architectures and implement them in Python. The emphasis of the mini-course is on practical applications, so we will use before mentioned algorithms to forecast stock prices movements and build a real asset trading strategy and backtest it. After attending this course, students will understand basic pipeline of machine learning based time series analysis: data preprocessing, fitting the model, evaluation of results and will be able to use their own models for building algorithmic trading strategies.

21/3 – 15:30-17:30 – Meeting Room – 2nd floor 23/3 – 15:30-17:30 – Meeting Room – 2nd floor 28/3 – 15:30-17:30 – Meeting Room – 2nd floor 29/3 – 15:30-17:30 – Meeting Room – 2nd floor

The initiative is organised within the framework of the Stochastic Semester VPSMS18 [VPSMS2018.org] ,

see also:

http://www.di.univr.it/?ent=seminario&id=4262&lang=it

http://vpsms2018.org/event/minicourse-neural-networks- for-time-series-analysis/

Do not hesitate to contact me for further info.

Best, LuCa

__ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968