Deep Neural Networks for Real-time Market Predictions (Diego Klabjan, Professor, Northwestern University - Deep Learning in Finance Summit 2016)

View more videos from the 2016 Deep Learning in Finance Summit in London here: Deep Neural Networks for Real-time Market Predictions Market movement direction predictions should take many financial instruments simultaneously into account due to their correlations. This intrinsic complexity leads to thousands of possible features and thus appropriate for deep neural networks. We apply a deep feed forward network over more than 40 futures based on 5-minute mid-prices. Deep