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Leverage Data-Driven Simulations for Financial Research Using MATLAB

Apply Deep Learning and Machine Learning for Finance Trading

Date:

19 Feb 2020

Time:

10:00am - 12:00pm

Venue:

Online via Webex

Focus Topics

MATLAB overview for Finance Applications (15 mins)

  • Access various databases and data feeds

  • Use machine learning or an econometrics model to forecast financial data

  • Price Financial instruments, such as equity derivatives, interest rate derivatives, or hybrid derivatives

  • Perform credit scorecard modelling using interactive application

  • Simulate credit portfolios based on probability of default or credit migration matrix Validate value-at-risk model

 

Case Study: Classifying Trading Signal Using Machine Learning and Deep Learning (45 mins)

  • Data pre-processing, factor creation, and data partitioning

  • Rule-based trading

  • Classifying trading signals using Classification Learner App

  • Classifying trading signals using LSTM (deep Learning Algorithm)

 

The Tips to deploy your finance models (30 mins)

  • Wide range of deployment option for your MATLAB algorithm

  • Create standalone desktop application

  • Production requirement to create web application with MATLAB as backend engine

Speaker Profile 

Kevin Chng

Application Engineer

TechSource Systems

Mr. Kevin Chng is the LTC Application Engineer at Techsource Systems where he successfully assists customers from financial sector to adopt finance and enterprise solutions. He specializes in finance modelling, application deployment and data analytics. 

Kevin has conducted seminars and workshops at various banks/hedge funds, government research agency and universities. He is one of the active contributors to MATLAB community. 

He holds a Bachelor of Chemical Engineering with Honors (1st Class) Degree from Universiti Malaysia Sabah, Malaysia.

Sruthi Geetha

Customer Success Engineer

TechSource Systems

Sruthi Geetha is a Customer Success Engineer at TechSource Systems, Singapore. She works to improve the adoption of MATLAB and toolboxes in universities around South East Asia.

 

Prior to joining TechSource Systems, Sruthi was with MathWorks, the developer of MATLAB and Simulink software. She had spent 3 years at MathWorks, India, with experience in Customer Training, Customer Success Engineering and Technical Support. Her expertise in MathWorks tools, and background in Controls and Instrumentation, has helped multiple customers build their technical applications. Sruthi received her Master of Technology in Instrumentation and Control Engineering from National Institute of Technology, Tiruchirappalli, India and Bachelor of Technology in Chemical Engineering.

 

She has built her forte in Data Analysis with MATLAB, Control Systems Design, Robotics, Model Based Design using Simulink and Simscape, MATLAB/Simulink Algorithm for Automatic Code Generation and Optimization with MATLAB.

Agenda

10:00 am -

11:00 am

11:00 am -

11:10 am

11:10 am -

11:40 am

11:40 am -

11:55 am

MATLAB overview for Finance Applications

Case Study: Classifying Trading Signal Using Machine Learning and Deep Learning

Break

The Tips to deploy your finance models

Q & A