Financial Time Series Forecasting with Deep Learning

In this episode of the Data Exchange I speak with Murat Özbayoğlu, Chair of Artificial Intelligence Engineering at TOBB University of Economics and Technology in Ankara, Turkey. I've long been fascinated with finance and trading. My first job after I left academia was as the lead quant in a hedge fund, and ever since, I've tried to stay abreast of what tools and techniques quants and data scientists in finance are using. Forecasting in this setting usually means price prediction or price movement (trend) prediction. Output of forecasting models are used to inform investment decisions.