+49 (911) 80 10 30

Give us a call or have us call you back!

Simply leave a message with your callback appointment

Your Name *

Your phone number *

Callback date *

Callback time *

Your request *

In order to process your request, it is necessary to process the data you provide. This means that by submitting the contact form, you consent to your data being processed (see Privacy Policy). You can object to the processing of your data at any time.

* All fields marked with an asterisk are mandatory fields.
Send a message

Your Name *

Your email *

Your phone number

Your request *

In order to process your request, it is necessary to process the data you provide. This means that by submitting the contact form, you consent to your data being processed (see Privacy Policy). You can object to the processing of your data at any time.*

* All fields marked with an asterisk are mandatory fields.
Social Media

Share page

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.

Appointment selection

Appointments in English language (0)


Unfortunately there are currently no available appointments. Would you like to request an appointment? Then click on 'No matching appointment?'

Possible course languages: German

Request prefered appointment period:

Your Name *

Your email *

Your phone number

Preferred period from *

Preferred period to *

Number of participants *

Your message

* All fields marked with an asterisk are mandatory fields.

Unfortunately there are currently no available appointments.
Would you like to request an appointment? Then click on 'No matching appointment?'

Request prefered appointment period:

Your Name *

Your email *

Your phone number

Preferred period from *

Preferred period to *

Number of participants *

Your message

* All fields marked with an asterisk are mandatory fields.

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

Prerequisites:

AI200 Introduction to Python for Data Science and AI (alternatively basic knowledge in Python)
AI210 Introduction to Data Extraction and Data Preparation
AI220 Introduction to Machine Learning

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.