Questions tagged [artificial-intelligence]
Artificial Intelligence is a very generic term. In the context of financial markets Machine Learning (ML) or statistical learning is probably more accurate. ML is about estimating a model using data; such that one does not know in advance the model that generated the observed data.
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What are some factually incorrect quantitative finance answers generated by AI?
One question and AI-generated response per answer. Community wiki flag and an explanation of why the AI response is wrong are encouraged. The AI program can optionally be identified. Including the ...
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Multilayer Perceptron (Neural Network) for Time Series Prediction
I have it in mind to build a Multilayer Perceptron for predicting financial time series. I understand the algorithm concepts (linear combiner, activation function, etc). But while trying to build the ...
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Does AI-based trading assume efficient market hypothesis?
When we use AI (machine learning/deep learning) in trading does that assume efficient market hypothesis?
I know quantitative finance assumes price moves are random (efficient market hypothesis). Does ...
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Choosing best expressions from all possible combinations on variables, unary operators and binary operators along with hyper parameters
I have a few financial variables of a stock universe like OHLC prices, volume, and other fundamentals with varying time-frequency. Using this set I'm creating an expression that gives the weights to ...
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Howto Calculate An Error's Partial Derivative in ANN
This is a follow-on question from this post I made, "Multilayer Perceptron (Neural Network) for Time Series Prediction", a few months back.
I'm constructing a feed-forward artificial neural network, ...
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The metric to evaluate the efficiency of ANN based option pricing over mathematical option pricing models
The stock exchanges provide the data of option prices using theoretical formulations such as Black-Scholes formula. The dataset necessary for training an artificial neural network (ANN) to address ...
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Machine Learning approach for the probability estimation of certain events
I am planning a research project on estimating the probability of corporate takeovers.
I think that different variables could be indicators to predict takeover bids.
For example, price increases in ...
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