Deep learning refers to the use of deep Neural Networks so solve complex Machine Learning problems such as computer vision, speech recognition, and text analytics. Students will work on a project that intends to predict the short-term price of major Exchange Traded Funds (ETF).
The students will use deep learning models, including Recurrent Neural Networks (RNN), Long Short-Term Memory (LSTM), and Transformers, to predict the price of S&P 500 (SPY) and NASDAQ 100 (QQQ) ETFs. The project requires analysis of intraday ETF prices in 1-minute intervals.
The model will generate short-term price predictions (next 1-hour) which would facilitate decision making about trading of stock options. The methods used in this project can be used to analyze any data with a sequence such as timer-series and text data.