Forecasting Returns with a Recurrent Neural Network

Project Definition

With the development of deep learning and the increasing availability of free high-frequency financial data online, the opportunities to implement these techniques to forecast the behavior and manage assets arise. Taking advantage of this available information for decision-making is key to build a great portfolio and decide asset allocations.


1. Introduction

A very important lesson we learn early on in our lives is the importance of saving and investing for our future. This should be a way to guarantee a good quality of life for our later years and even a good source of income and financial security.

Choosing in what…

Alejandro Duenas Garcia

Economist with focus in finance and data science

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