Data Science Stack Exchange
Data Science Stack Exchange

Questions tagged [finance]

Field concerned with the allocation (investment) of assets and liabilities over space and time, often under conditions of risk or uncertainty.

Finance is a field that is concerned with the allocation (investment) of assets and liabilities over space and time, often under conditions of risk or uncertainty. Finance can also be defined as the art of money management. Participants in the market aim to price assets based on their risk level, fundamental value, and their expected rate of return. Finance can be split into three sub-categories: public finance, corporate finance, and personal finance.

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Machine Learning on financial big data

Disclaimer: although I know some things about big data and am currently learning some other things about machine learning, the specific area that I wish to study is vague, or at least appears vague to me now. I'll do my best to describe it, but this…
Chiffa
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Deep Learning Project to Predict Stock Prices

So I have a background in computer programming and a little in machine learning in general. What I would like to do is create a fun project in A.I. with deep learning. I have a dataset that has a whole bunch of stock prices at a certain date, with…
Rjay155
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Application of Control Theory in Data Science

I have recently completed an MSc in Control Systems from a top university. It seems to me that control theory must have an application within data science. I would like to apply my degree within this domain, but I want to be sure that it is relevant…
Mark Roche
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Structure the dataset for financial machine learning

I am trying to construct a dataset to apply MLP in forecasting financial returns. The main idea is that I want to predict future equity returns (1 month ahead, but the horizon can vary, just to give an idea) using fundamental data. My dataset is…
Alexbrini
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Predicting financial data (choosing a model)

it is my first time doing something with financial data. I have a dataset with account numbers and some other information about each client (some clients span more than one row since we have info for each month in a different row). I managed to…
oaksandbrooms
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Financial Time Series and Machine Learning question

I am working on a Machine Learning project applied to a financial time series. Initially, I grabbed features (open, high, low, close) and implemented a Random Forest. One of the subsequent tasks says to explore if the close-price serie is…
Bobozilla
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Will flattening multivariate time series data before clustering make the results meaningless?

I have a large number of financial time series that I wish to do cluster analysis on. Each time series has the same length and spans multiple years of daily data (returns, volatility, etc.). As part of my research, I wanted to compare the…
Ali Mustafa
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How is data science applied in investment banking?

What do data scientists do at investment banks? What tools are they using? What kind of analysis are they doing? Why are they doing it? Etc.
Data
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Binary Classification Probabilities

I'm using keras in R to predict financial time series. I guess that ANN converges. But when I do predictions I can see that probabilities don't sum up to 1 I'm using relu as final activation and loss = "binary_crossentropy". Does that mean the…
Andrew
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Can LSTM Predict The Next Few Days Of Stock Price?

I have searched many websites and forums describing stock price forecast using LSTM. They shared two things in common: one is that all the sources make predictions with same set of data and none of these websites show a prediction for next 10…
Praveen
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Preprocess list data

I got question about preparation data for my ML algorithm. Raw data has format similar to: { "finances": [ { "assets": 1230.39, "investments": 3245.39, "netProfit": 8765.45, "year": 2017 }, { "assets":…
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how many rows have values from the same columns pandas

I have a df with many columns that represent the market cap of companies that compose an index. The index of the dataframe is dates. Before the company enters the index or after it leaves it, the market cap of the company in the df is zero. I want…
bbarroso
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Find a Default Assumption for a series of Forecasted Loans

Your help would be appreciated! I'm trying to calculate the net returns of a series loans, at different stages of completion. I've categorised the loans into open loans (repaying & late loans) and closed loans (repaid & default). For the Closed…
Nibby
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change target variable value to reflect better affordability

Context I am working on a regression problem trying to predict affordability. My dataset contains daily installments repaying a purchase in a form of contract. Essentially, a minimum daily rate the customer has to pay for their purchase. Using this…
user128337
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Optimize Yahoo Finance Code for Analysis

I am trying to analyze a number of companies using financial data I gathered from Yahoo Finance. I am also using the yfinance API to get some more details about the company using functions. Since I am trying to do this for a number of companies Each…
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