Time series forecasting has always been one of the most fansinating topic in quantitative finance. Today, with the assistance of new technology such as Machine Learning and Deep Learning and alternative features from image recognition and NLP, etc. We are able to build more powerful machine than ever before to learn patterns from historical data, which finally provides us the ability to forecast the future.
In this series, we will learn to build a basic framework, which is a standard pipeline to implement financial machine learning in time series prediction.
My grateful to Shawn and Lei from AlphaVertex Inc. who teach me and inspire me in the first place. Now I am exciting to share basic knowledge and grow together with you. : )
