Search icon CANCEL
Arrow left icon
Explore Products
Best Sellers
New Releases
Books
Videos
Audiobooks
Learning Hub
Conferences
Free Learning
Arrow right icon
Arrow up icon
GO TO TOP
Python for Finance Cookbook

You're reading from   Python for Finance Cookbook Over 50 recipes for applying modern Python libraries to financial data analysis

Arrow left icon
Product type Paperback
Published in Jan 2020
Publisher Packt
ISBN-13 9781789618518
Length 432 pages
Edition 1st Edition
Languages
Tools
Arrow right icon
Author (1):
Arrow left icon
Eryk Lewinson Eryk Lewinson
Author Profile Icon Eryk Lewinson
Eryk Lewinson
Arrow right icon
View More author details
Toc

Table of Contents (12) Chapters Close

Preface 1. Financial Data and Preprocessing 2. Technical Analysis in Python FREE CHAPTER 3. Time Series Modeling 4. Multi-Factor Models 5. Modeling Volatility with GARCH Class Models 6. Monte Carlo Simulations in Finance 7. Asset Allocation in Python 8. Identifying Credit Default with Machine Learning 9. Advanced Machine Learning Models in Finance 10. Deep Learning in Finance 11. Other Books You May Enjoy

Convolutional neural networks for time series forecasting

Convolutional neural networks (CNN) were developed and remained very popular in the image classification domain. However, they can also be applied to 1-dimensional problems, such as predicting the next value in the sequence, be it a time series or the next word in a sentence.

In the following diagram, we present a simplified schema of a 1D CNN:

Based on the preceding diagram, we briefly describe the elements of a typical CNN architecture:

  • Convolutional layer: The goal of this layer is to apply convolutional filtering to extract potential features.
  • Pooling layer: This layer reduces the size of the image or series while preserving the important characteristics identified by the convolutional layer.
  • Fully connected layer: Usually, there are a few fully connected layers at the end of the network to map the features extracted...
lock icon The rest of the chapter is locked
Register for a free Packt account to unlock a world of extra content!
A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.
Unlock this book and the full library FREE for 7 days
Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of
Renews at $19.99/month. Cancel anytime