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You're reading from  Mastering Python for Finance. - Second Edition

Product typeBook
Published inApr 2019
Reading LevelIntermediate
PublisherPackt
ISBN-139781789346466
Edition2nd Edition
Languages
Python
Tools
TensorFlow
Concepts
Financial Technology
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Author (1)
James Ma Weiming
James Ma Weiming
author image
James Ma Weiming

James Ma Weiming is a software engineer based in Singapore. His studies and research are focused on financial technology, machine learning, data sciences, and computational finance. James started his career in financial services working with treasury fixed income and foreign exchange products, and fund distribution. His interests in derivatives led him to Chicago, where he worked with veteran traders of the Chicago Board of Trade to devise high-frequency, low-latency strategies to game the market. He holds an MS degree in finance from Illinois Tech's Stuart School of Business in the United States and a bachelor's degree in computer engineering from Nanyang Technological University.
Read more about James Ma Weiming

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A deep learning price prediction model with TensorFlow

In this section, we will learn how to use TensorFlow as a deep learning framework in building a price prediction model. Five years of pricing data, from 2013 to 2017, will be used for training our deep learning model. We will attempt to predict the prices of Apple (AAPL) in the following year of 2018.

Feature engineering our model

The daily adjusted closing prices of our data make up the target variables. The independent variables defining the features of our model are made up of these technical indicators:

  • Relative strength index (RSI)
  • Williams %R (WR)
  • Awesome oscillator (AO)
  • Volume-weighted average price (VWAP)
  • Average daily trading volume (ADTV)
  • 5-day moving average...
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Mastering Python for Finance. - Second Edition
Published in: Apr 2019Publisher: PacktISBN-13: 9781789346466
© 2019 Packt Publishing Limited All Rights Reserved

Author (1)

author image
James Ma Weiming

James Ma Weiming is a software engineer based in Singapore. His studies and research are focused on financial technology, machine learning, data sciences, and computational finance. James started his career in financial services working with treasury fixed income and foreign exchange products, and fund distribution. His interests in derivatives led him to Chicago, where he worked with veteran traders of the Chicago Board of Trade to devise high-frequency, low-latency strategies to game the market. He holds an MS degree in finance from Illinois Tech's Stuart School of Business in the United States and a bachelor's degree in computer engineering from Nanyang Technological University.
Read more about James Ma Weiming

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