AIAI Seminar - 25 April 2022 - Talk by Chang Luo

Speaker: Chang Luo

Title:

A brief review of deep learning methods on financial time-series predictions

Abstract: 

I would like to first share a brief literature review of the trending deep learning methods used on the task of financial time-series predictions, which are categorized into temporal, spatial, and spatial-temporal methodologies. Then, I will discuss a common basic assumption, IID, behind these methods that may raise potential issues, and a trial to relax the IID assumption.