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Financial Forecasting using Recurrent Neural Network, Social Media and Cloud


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Team Quantino believe in a world where everyday users have the power to forecast financial markets at the tip of their fingers, by democratising the data and forecasting techniques previously available only to experts.

The PoC solution augments traditional forecasting techniques with RNN (Recurrent Neural Networking) deep learning algorithms and infinitely scalable serverless compute. Tech stack consists of AWS Lambda, AWS S3, Anodot on AWS, React Native/Android application.

Team Quantino consists of Yun Zhi Lin, Head of Engineering (Contino), Lucas Rafagnin, Cloud Lead (Contino), Ira Cohen, Chief Data Scientist (Anodot), Sami "The Machine" Raines, Data Engineer (Contino), Raymond Au, Data Engineer (Contino)

Published in: Data & Analytics
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Financial Forecasting using Recurrent Neural Network, Social Media and Cloud

  1. 1. Financial Forecasting Using RNN, Social Media and Cloud #DataShowDown
  2. 2. # DataShowDown Lucas W Cloud Lead Sydney Yun Zhi Lin Head of Engineering Sydney Raymond Au Data Engineer Sydney Team Quantino Global Sami Raines Data Engineer Melbourne Ira Cohen CoFounder Anodot Israel
  3. 3. Evolution of (Financial) Forecasting Oracle Bones Box and Jenkins ARIMA Excel Machine Learning Frameworks
  4. 4. Social Media and Trump Driven Data $1.3 billion wipe out overnight
  5. 5. #DataShowDown But Your Users are not Data Scientists ...
  6. 6. #DataShowDown But Your Users deserve Machine Learning
  7. 7. #DataShowDown Serverless ML Architecture
  8. 8. End to End Architecture Continuous Training Real Time Inference Hybrid RNN and Holt Winter
  9. 9. #DataShowDown Demo
  10. 10. Training and Algorithms Under the Hood Inputs: High Low Volume Closing Model: Hybrid RNN & Holt-Winters
  11. 11. Results ● Rolling 14 day forecasts based on historical daily High, Low, Adjusted Closing Price and Volume ● Symmetric Mean Absolute Percent Error (SMAPE) of < 0.01 % for big four banks, from Dec 29th 2017 to Nov 21st 2018 ● Presented at NAB 700 on Nov 7th 2018 as part of Data Showdown meetup event
  12. 12. # DataShowDown Thank You