Nowcasting financial crisis with deep learning techniques - Pelucchi Mauro

Nowcasting financial crisis with deep learning techniques - PyCon Italia 2022

In this tutorial, I'll show how train machine learning models to predict a financial crisis event in the next 20 days.
Specifically, we'll speak about:
preparation of the dataset
selection of variables with RandonForest and Boruta
training and the predictions
measure of our performances
This tutorial shows how apply Regression Models and Deep Learning Models to
nowcasting stock markets crisis events.
Specifically, we'll how the transmission mechanisms across stock markets can
be used to train machine learning models to predict crisis events. The tutorial'll show
the entire pipeline: from the preparation of the dataset,
how balance observations and how measure our performances. Here the git repo of the talk:


Speaker: Pelucchi Mauro