AI412: Time Series Analysis for Financial Data with Machine Learning

Training: Artificial Intelligence

Participants learn time series analysis methods using financial market data, including autocorrelation, ARMA models, trends, regression, and forecasting. In addition, machine learning techniques such as regularization and random forests are applied. The course also covers value-at-risk, forecast intervals with bootstrapping, and expected shortfall as a risk measure.

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Agenda:

  • Motivation, data preparation and exploratory data analysis in Pandas and Matplotlib

 

  • Time series analysis fundamentals with statsmodels:
    • Autocorrelation, ARMA models, regression, trends, stationarity, forecasting, forecast evaluation

 

  • Analysis of other variables associated with exchange rate development

 

  • ML forecasting with scikit-learn:
    • Regularization, Random Forests, etc.

 

  • Estimation of forecast intervals and Value at Risk/Expected Shortfall using bootstrapping

 

  • Practical examples and exercises for applying the learned methods

Objectives:

Fundamental time series analysis, foreign exchange rate analysis, machine learning implementation, Value-at-Risk concept.

Target audience:

  • Developers
  • IT Professionals

Description:

In the workshop AI412 Time Series Analysis for Financial Data with Machine Learning you will learn how to analyze exchange rates and other variables associated with exchange rate development using financial market data. Basic methods of time series analysis such as autocorrelation, ARMA models, regression, trends, stationarity, forecasting and forecast evaluation will be covered.

Additionally, machine learning methods such as regularization and Random Forests will be presented and applied. Finally, the concept of Value-at-Risk as a risk measure will be covered and forecast intervals as well as Expected Shortfall will be estimated using bootstrapping.

Please also note the content-related module AI410 Sales Forecasting and Inventory Optimization with Machine Learning.
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Guaranteed implementation:

from 2 Attendees

Booking information

Price:

450,00 € plus VAT.

(including lunch & drinks)

We are pleased to conduct this training as an inhouse session at your location as well, please contact us.

Authorized training partner

NetApp Partner Authorized Learning
Commvault Training Partner
CQI | IRCA Approved Training Partner
Veeam Authorized Education Center
Acronis Authorized Training Center
AWS Partner Select Tier Training
ISACA Accredited Partner
iSAQB
CompTIA Authorized Partner
EC-Council Accredited Training Center

Memberships

Allianz für Cyber-Sicherheit
TeleTrust Pioneers in IT security
Bundesverband der IT-Sachverständigen und Gutachter e.V.
Bundesverband mittelständische Wirtschaft (BVMW)
Allianz für Sicherheit in der Wirtschaft
NIK - Netzwerk der Digitalwirtschaft
BVSW
Bayern Innovativ
KH-iT
CAST
IHK Nürnberg für Mittelfranken
eato e.V.
Sicherheitsnetzwerk München e.V.