{"id":40010,"date":"2020-03-31T10:49:00","date_gmt":"2020-03-31T14:49:00","guid":{"rendered":"https:\/\/ibkrcampus.com\/?p=40010"},"modified":"2022-11-21T09:45:15","modified_gmt":"2022-11-21T14:45:15","slug":"deep-learning-in-finance","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/deep-learning-in-finance\/","title":{"rendered":"Deep Learning in Finance"},"content":{"rendered":"\n<p><strong><em>Excerpt<\/em><\/strong><\/p>\n\n\n\n<p><strong>A General Overview of Deep Learning<\/strong><\/p>\n\n\n\n<p>Deep Learning is a part of Artificial Intelligence which provides the output for even extremely complex inputs.<\/p>\n\n\n\n<p>Below, we have made a visual representation in the way of a flowchart to understand where exactly Deep Learning plays a role:<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" data-src=\"\/campus\/wp-content\/uploads\/sites\/2\/2020\/03\/final-deep-learning.png\" alt=\"\" class=\"wp-image-40124 lazyload\" src=\"data:image\/svg+xml;base64,PHN2ZyB3aWR0aD0iMSIgaGVpZ2h0PSIxIiB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciPjwvc3ZnPg==\" \/><\/figure>\n\n\n\n<hr class=\"wp-block-separator\"\/>\n\n\n\n<p><strong>Models of Deep Learning<\/strong><\/p>\n\n\n\n<p>Categorising the models broadly, there are two types, i.e.,<strong> Supervised Models <\/strong>and<strong> Unsupervised Models<\/strong>. Both of these models are trained differently and hold various different features.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"639\" height=\"380\" data-src=\"\/campus\/wp-content\/uploads\/sites\/2\/2020\/03\/models-deep-learning.png\" alt=\"\" class=\"wp-image-40125 lazyload\" data-srcset=\"https:\/\/ibkrcampus.com\/campus\/wp-content\/uploads\/sites\/2\/2020\/03\/models-deep-learning.png 639w, https:\/\/ibkrcampus.com\/campus\/wp-content\/uploads\/sites\/2\/2020\/03\/models-deep-learning-300x178.png 300w\" data-sizes=\"(max-width: 639px) 100vw, 639px\" src=\"data:image\/svg+xml;base64,PHN2ZyB3aWR0aD0iMSIgaGVpZ2h0PSIxIiB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciPjwvc3ZnPg==\" style=\"--smush-placeholder-width: 639px; aspect-ratio: 639\/380;\" \/><\/figure>\n\n\n\n<p>Let us first take <strong>Supervised Models, <\/strong>whichare trained with the examples of a particular dataset. These models are:<\/p>\n\n\n\n<ul class=\"wp-block-list\"><li>Classical Neural Networks<\/li><li>Convolutional Neural Networks<\/li><li>Recurrent Neural Networks <\/li><\/ul>\n\n\n\n<p><strong>Classical Neural Networks<\/strong><\/p>\n\n\n\n<p>Classical Neural Networks are also known as Multilayer perceptrons or the Perceptron Model. This model was created by American psychologist in 1958. It can also be termed as A Simple neural network. This is singular in nature and adapts to basic binary patterns with a series of inputs to simulate the learning patterns of human-brain. Its basic condition is to consist of more than 2 layers.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"401\" height=\"411\" data-src=\"\/campus\/wp-content\/uploads\/sites\/2\/2020\/03\/pasted-image-0-11.png\" alt=\"\" class=\"wp-image-40126 lazyload\" data-srcset=\"https:\/\/ibkrcampus.com\/campus\/wp-content\/uploads\/sites\/2\/2020\/03\/pasted-image-0-11.png 401w, https:\/\/ibkrcampus.com\/campus\/wp-content\/uploads\/sites\/2\/2020\/03\/pasted-image-0-11-300x307.png 300w\" data-sizes=\"(max-width: 401px) 100vw, 401px\" src=\"data:image\/svg+xml;base64,PHN2ZyB3aWR0aD0iMSIgaGVpZ2h0PSIxIiB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciPjwvc3ZnPg==\" style=\"--smush-placeholder-width: 401px; aspect-ratio: 401\/411;\" \/><\/figure>\n\n\n\n<p><strong>Application of Deep Learning in Finance<\/strong><\/p>\n\n\n\n<p>In this code below, we try to predict the direction of market movement using a set of features. Since it can either be an uptrend or downtrend it&#8217;s a binary classification problem.<\/p>\n\n\n\n<p class=\"has-background\" style=\"background-color:#fcfcdb;font-size:11px\">\n\n\n# Importing the modules<br>\n\nimport yfinance as yf<br>\n\nimport pandas as pd<br>\n\nimport numpy as np <br>\n\nimport math<br>\n\nfrom sklearn.preprocessing import MinMaxScaler<br>\n\nfrom sklearn.metrics import mean_squared_error<br>\n\nfrom keras.models import Sequential<br>\n\nfrom keras.layers import Dense, Activation, Dropout<br>\n\nfrom keras.layers import LSTM<br>\n\nfrom sklearn.metrics import confusion_matrix<br><br>\n\n \n\n# Downloading GOOGLE OHLCV using yfinance<br>\n\ndataset = yf.download(&#8220;GOOG&#8221;, start=&#8221;2017-01-01&#8243;, end=&#8221;2019-11-30&#8243;)<br><br>\n\n \n\n# Re-adjusting OHL data using Adjusted Close<br>\n\ndataset[&#8216;adjustment&#8217;] = dataset[&#8216;Adj Close&#8217;]\/dataset[&#8216;Close&#8217;]<br>\n\ndataset[&#8216;Adj Open&#8217;] = dataset[&#8216;adjustment&#8217;] * dataset[&#8216;Open&#8217;]<br>\n\ndataset[&#8216;Adj High&#8217;] = dataset[&#8216;adjustment&#8217;] * dataset[&#8216;High&#8217;]<br>\n\ndataset[&#8216;Adj Low&#8217;] = dataset[&#8216;adjustment&#8217;] * dataset[&#8216;Low&#8217;]<br>\n\n \n\n# The features used for classification:<br>\n\n# 1) Mean of Adjusted Open, High, Low and Close<br>\n\nOHLCV_mean = dataset[[&#8216;Adj Open&#8217;,&#8217;Adj High&#8217;,&#8217;Adj Low&#8217;]].mean(axis = 1)<br>\n\n\n\n# 2) Adjusted Close <br>\n\nclose_val = dataset[[&#8216;Adj Close&#8217;]]<br><br>\n\n\n\n# 3) Returns of day before<br>\n\nreturns = dataset[[&#8216;Adj Close&#8217;]].pct_change()<br><br>\n\n \n\n# Creating a feature matrix &#8211; X &#8211; by merging all the above features<br>\n\nX = pd.concat([OHLCV_mean,close_val,returns],axis=1)<br>\n\nX.columns = [&#8216;OHLC&#8217;,&#8217;Adj Close&#8217;,&#8217;Returns&#8217;]<br><br>\n\n\n\n# Convert the feature matrix to a numpy array<br>\n\nX = X.to_numpy()<br>\n\n\n\n# Get the corresponding binary labels for uptrend(1) or downtrend(0)<br>\n\nY = (np.sign(np.roll(X[:,2],shift=-1))+1)\/2<br>\n\n \n\n# Defining the min-max scalar for scaling the features<br>\n\nscaler = MinMaxScaler(feature_range=(0, 1))<br><br>\n\n\n\n# Scaling the features<br>\n\nX = scaler.fit_transform(X)<br><br>\n\n \n\n# Stack the label with the features<br>\n\nXY = np.concatenate([X,Y.reshape(-1,1)],axis=1)<br><br>\n\n\n\n# Remove all rows with either feature or label null<br>\n\nXY = XY[~np.isnan(XY).any(axis=1)]<br><br>\n\n \n\n# Test-Train split of the dataset<br>\n\ntrain_XY_len = int(XY.shape[0] * 0.75)<br>\n\ntrainXY, testXY = XY[0:train_XY_len], XY[train_XY_len:]<br>\n\n \n\n# Separating the features and the label<br>\n\n# for both test and train sets<br>\n\ntrainX = trainXY[:,:3]<br>\n\ntrainY = trainXY[:,3]<br>\n\ntestX = testXY[:,:3]<br>\n\ntestY = testXY[:,3]<br><br>\n\n \n\n# Reformat or reshape test and train sets to make them compatible with<br>\n\n# model input stipulations<br>\n\ntrainX = np.reshape(trainX, (trainX.shape[0], 1, trainX.shape[1]))<br>\n\ntestX = np.reshape(testX, (testX.shape[0], 1, testX.shape[1]))<br><br>\n\n\n\n# Number of features<br>\n\nstep_size = 3<br><br>\n\n \n\n#Define the sequential object<br>\n\nclassifier = Sequential()<br><br>\n\n\n\n# Add LSTM later with 50 units and input size (1,3)<br>\n\nclassifier.add(LSTM(units = 50, return_sequences = True, input_shape = (1, step_size)))<br><br>\n\n\n\n# Add dropout for regularisation <br>\n\nclassifier.add(Dropout(0.2))<br><br>\n\n\n\n# Add another LSTM unit<br>\n\nclassifier.add(LSTM(units = 50, return_sequences = True))<br><br>\n\n\n\n# Add dropout for regularisation <br>\n\nclassifier.add(Dropout(0.2))<br>\n\nclassifier.add(LSTM(units = 50, return_sequences = True))<br>\n\nclassifier.add(Dropout(0.2))<br>\n\nclassifier.add(LSTM(units = 50))<br>\n\nclassifier.add(Dropout(0.2))<br><br>\n\n\n\n# Add fully connected layer with one output<br>\n\nclassifier.add(Dense(units = 1))<br><br>\n\n \n\n# Compile the model &#8211; set loss function, optimisation algorithm and evaluation metric<br>\n\nmodel.compile(loss=&#8217;mean_squared_error&#8217;, optimizer=&#8217;adam&#8217;,metrics=[&#8216;accuracy&#8217;])<br><br>\n\n\n\n# Train the model <br>\n\nmodel.fit(trainX, trainY, epochs=10, batch_size=1)<br><br>\n\n \n\n# Get test and train set predictions<br>\n\ntrainPredict = model.predict(trainX)<br>\n\ntestPredict = model.predict(testX)<br><br>\n\n \n\n# Get the confusion matrix for binary classification<br>\n\nconfusion_matrix(testY,np.where(testPredict&gt;0.5,1,0))<br>\n\n\n<\/p>\n\n\n\n<p>Visit QuantInsti website to read the full article:<br><a href=\"https:\/\/blog.quantinsti.com\/deep-learning-finance\/\">https:\/\/blog.quantinsti.com\/deep-learning-finance\/<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>QuantInsti discusses the concept of Deep Learning and demonstrates a model of its practical applications in finance<\/p>\n","protected":false},"author":368,"featured_media":40151,"comment_status":"closed","ping_status":"open","sticky":true,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":"","jetpack_post_was_ever_published":false},"categories":[339,343,349,338,350,341,344],"tags":[912,2105,2697,1006,852,7008],"contributors-categories":[13654],"class_list":{"0":"post-40010","1":"post","2":"type-post","3":"status-publish","4":"format-standard","5":"has-post-thumbnail","7":"category-data-science","8":"category-programing-languages","9":"category-python-development","10":"category-ibkr-quant-news","11":"category-quant-asia-pacific","12":"category-quant-development","13":"category-quant-regions","14":"tag-artificial-intelligence","15":"tag-deep-learning","16":"tag-deep-neural-networks","17":"tag-fintech","18":"tag-machine-learning","19":"tag-neural-network","20":"contributors-categories-quantinsti"},"pp_statuses_selecting_workflow":false,"pp_workflow_action":"current","pp_status_selection":"publish","acf":[],"yoast_head":"<!-- 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