Deep learning is the latest frontier in using computers to analyze data. Most of the most glamorous advances in AI, such as voice recognition and automatic translation, are made possible by deep learning.
In this class, we will explore whether deep learning can be used to predict financial markets. Deep learning requires immense amounts of data, so we choose a market where such data is readily available: cryptocurrency markets, such as Bitcoin.
Cryptocurrency markets are a very promising area of application, because data is readily available and because the market is dominated by small retail investors who are more likely to engage in predictable patterns.
Models
- Multilayer perceptrons
- Convolutional neural networks
- LSTM networks
- Autoencoders
Data
- Cryptocurrency data.
- Other data as time permits, such as Twitter data.