LSTMs and Multidimensional Time Series Data for Enhancing Investment Insight
Long-Short Term Memory (LSTM) neural networks are a relatively unexplored area in the field of finance. Alternative datasets for driving investment insights are also something that is only just beginning to get traction amongst asset managers. Using LSTMs on multidimensional time series and sequential finance data as well as non-finance alternative data such as Internet of Things (IoT) sensors we can attempt to derive hidden values from such datasets to further enhance investment strategies and gain an information advantage over the market.
I am Head of Quantitative Research Development in the Global Investment Strategy team at HSBC Global Asset Management in London, where I specialise in building technology products for our strategic investment vision. I’m also an independent Artificial Intelligence/Software Development Consultant and Entrepreneur in using alternative data for investment insight, I hold a deep interest in using AI in the FinTech space.
On the weekends I am a professional skydiver, skydiving coach and current holder of British skydiving records.