applying deep learning to financial markets with news data · a+ lstm batch normalization softmax 5...
TRANSCRIPT
![Page 1: Applying Deep Learning to Financial Markets with News Data · A+ LSTM Batch Normalization Softmax 5 Output Link to tickers Sentiment Market Movers Proprietary Embedding Accuracy Tickers](https://reader033.vdocuments.mx/reader033/viewer/2022050604/5fabfbea4adbd21e1343024e/html5/thumbnails/1.jpg)
ApplyingDeepLearningtoFinancialMarketswithNewsData
![Page 2: Applying Deep Learning to Financial Markets with News Data · A+ LSTM Batch Normalization Softmax 5 Output Link to tickers Sentiment Market Movers Proprietary Embedding Accuracy Tickers](https://reader033.vdocuments.mx/reader033/viewer/2022050604/5fabfbea4adbd21e1343024e/html5/thumbnails/2.jpg)
Largeamountsofnewsdata
Usedeepneuralnetworkstobuildpredictivemodels
Predictmarketdirectionof
relevantstocks
ExecutiveSummary
![Page 3: Applying Deep Learning to Financial Markets with News Data · A+ LSTM Batch Normalization Softmax 5 Output Link to tickers Sentiment Market Movers Proprietary Embedding Accuracy Tickers](https://reader033.vdocuments.mx/reader033/viewer/2022050604/5fabfbea4adbd21e1343024e/html5/thumbnails/3.jpg)
DealingwithNewsOriginalWorkflow
Findinterestingarticles
Makeinvestmentdecision
Reactinthemarket
VerytimeconsumingLimitedscopeofarticles Missedopportunities
Deriveimplications
![Page 4: Applying Deep Learning to Financial Markets with News Data · A+ LSTM Batch Normalization Softmax 5 Output Link to tickers Sentiment Market Movers Proprietary Embedding Accuracy Tickers](https://reader033.vdocuments.mx/reader033/viewer/2022050604/5fabfbea4adbd21e1343024e/html5/thumbnails/4.jpg)
DealingwithNewsFutureWorkflow
Streammanynewsarticles
Linkarticleswithappropriatestocks
Determinesentimentscores
Determineifmarketmoving
Reactinthemarket
Abletodeterminesentimentandimpactonthemarket
Abletoanalyzemorearticlesthananyhuman
Abletogetinandoutofmarketfaster
A+
![Page 5: Applying Deep Learning to Financial Markets with News Data · A+ LSTM Batch Normalization Softmax 5 Output Link to tickers Sentiment Market Movers Proprietary Embedding Accuracy Tickers](https://reader033.vdocuments.mx/reader033/viewer/2022050604/5fabfbea4adbd21e1343024e/html5/thumbnails/5.jpg)
DeepLearning
ModelApproach- DeepLearning
NVIDIA
abc
Lotsofdata FeatureselectionUnstructureddata NLP
GPU cuDNN Library
![Page 6: Applying Deep Learning to Financial Markets with News Data · A+ LSTM Batch Normalization Softmax 5 Output Link to tickers Sentiment Market Movers Proprietary Embedding Accuracy Tickers](https://reader033.vdocuments.mx/reader033/viewer/2022050604/5fabfbea4adbd21e1343024e/html5/thumbnails/6.jpg)
CurrentResults
76%
F1Score
News
4
21
3
EmbeddingInput
ModelArchitecture ModelResults FutureConsiderations
GloVe
A+
LSTM
BatchNormalization
Softmax
5
Output
Linktotickers
Sentiment
MarketMovers
ProprietaryEmbedding
TickersAccuracy FinancialData
$
PositiveNeutralNegative
![Page 7: Applying Deep Learning to Financial Markets with News Data · A+ LSTM Batch Normalization Softmax 5 Output Link to tickers Sentiment Market Movers Proprietary Embedding Accuracy Tickers](https://reader033.vdocuments.mx/reader033/viewer/2022050604/5fabfbea4adbd21e1343024e/html5/thumbnails/7.jpg)
ThankYou
Questions
?