Using CNN for financial time series prediction
Convolutional neural networks have their roots in image processing. It was first published in LeNet to recognize the MNIST handwritten digits. However, convolutional neural networks are not limited to handling images.
In this tutorial, we are going to look at an example of using CNN for time series prediction with an application from financial markets. By way of this example, we are going to explore some techniques in using Keras for model training as well.
After completing this tutorial, you will know
- What a typical multidimensional financial data series looks like?
- How can CNN applied to time series in a classification problem
- How to use generators to feed data to train a Keras model
- How to provide a custom