Leverage Data-Driven Simulations for Financial Research Using MATLAB
Apply Deep Learning and Machine Learning for Finance Trading
19 Feb 2020
10:00am - 12:00pm
Online via Webex
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
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
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.
Customer Success Engineer
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.
10:00 am -
11:00 am -
11:10 am -
11:40 am -
MATLAB overview for Finance Applications
Case Study: Classifying Trading Signal Using Machine Learning and Deep Learning
The Tips to deploy your finance models
Q & A