On deep machine learning & time series models:

A case study with the use of Keras

1st International Conference on Econometrics and StatisticsSession

EO256: Business analyticsCarlin Chu -

The Open University of Hong Kong (Hong Kong)ccfchu@ouhk.edu.hk

Content
• Why deep learning ?
• What is LSTM ?
• What is Keras ? Characteristics of Keras
• Suggested steps for LSTM coding
• Example codes
• Bollerslev's time series model
• Work-in-progress