Description
Nowcasting financial crisis with deep learning techniques - PyCon Italia 2022
In this tutorial, I’ll show how train machine learning models to predict a financial crisis event in the next 20 days. Specifically, we’ll speak about: - preparation of the dataset - selection of variables with RandonForest and Boruta - training and the predictions - measure of our performances This tutorial shows how apply Regression Models and Deep Learning Models to nowcasting stock markets crisis events. Specifically, we’ll how the transmission mechanisms across stock markets can be used to train machine learning models to predict crisis events. The tutorial’ll show the entire pipeline: from the preparation of the dataset, how balance observations and how measure our performances. Here the git repo of the talk:
Speaker: Pelucchi Mauro