陈宣斌《用机器学习模型和推特数据预测金融时间序列》

1.What should we try to model?

2.Financial Time Series of Returns

3.What is the distribution of stock returns?

4.Assume log–normal distribution

5.Weak stationarity (at least)

6.General model for a financial time series

7.Nonlinear models

8.Neural Networks (feed-forward)

9.Support Vector Machines

10.Model training and testing

11.Some technical difficulties

12.How we did it

13.Twitter social indicators implemented

14.Sentiment Analysis

15.Financial Time Series

16.Experimental set up

17.Experimental Results

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