- Joined
- 10/14/13
- Messages
- 37
- Points
- 18
Has anyone seen this new field of machine learning used in finance?
If so what was the underlying use:
Having spent some time coding these networks I am positive they could pin down some underlying non-linear relationships and the low latency once they're trained is obviously good... ie. I'm sure a quant somewhere is using them - question is who, how and where?
If so what was the underlying use:
- Regression / Classification of Market data e.g. vol, price, stoch. vol, pairs etc.
- Regression / Classification of Social Media ('big data' etc.) to assist in trading
- both
Having spent some time coding these networks I am positive they could pin down some underlying non-linear relationships and the low latency once they're trained is obviously good... ie. I'm sure a quant somewhere is using them - question is who, how and where?