Offre en lien avec l’Action/le Réseau : DOING/– — –

Laboratoire/Entreprise : SAMOVAR/Télécom SudParis
Durée : 6 mois
Contact : romerojulien34@gmail.com
Date limite de publication : 2024-02-28

Contexte :
In this internship, we propose to study the problem of financial forecasting, i.e., predicting the future
variation of the price of a financial instrument, using deep learning. The student will work on a new
data source with a finer granularity than existing datasets. Because of the difficulty of obtaining
data, previous works focused on price prediction at the scale of a day, a week, or a month. Our
new dataset contains intraday information. Therefore, we can predict the price within a day and
use multi-scale analysis. Besides, our new dataset contains different kinds of financial instruments
(FOREX, crypto, options, futures) and additional information about the companies (description,
financial reports, dividends).

Sujet :
In this internship, we propose to study the problem of financial forecasting, i.e., predicting the future
variation of the price of a financial instrument, using deep learning. The student will work on a new
data source with a finer granularity than existing datasets. Because of the difficulty of obtaining
data, previous works focused on price prediction at the scale of a day, a week, or a month. Our
new dataset contains intraday information. Therefore, we can predict the price within a day and
use multi-scale analysis. Besides, our new dataset contains different kinds of financial instruments
(FOREX, crypto, options, futures) and additional information about the companies (description,
financial reports, dividends).

Profil du candidat :
The intern should be involved in a master’s program and have a good knowledge of machine learning,
deep learning, and data processing. A good understanding of Python and the standard libraries used
in data science (scikit-learn, PyTorch, pandas) is also expected. A previous experience with finance
is appreciated but not required for this internship.

Formation et compétences requises :
The intern should be involved in a master’s program and have a good knowledge of machine learning,
deep learning, and data processing. A good understanding of Python and the standard libraries used
in data science (scikit-learn, PyTorch, pandas) is also expected. A previous experience with finance
is appreciated but not required for this internship.

Adresse d’emploi :
Télécom SudParis, Palaiseau

Document attaché : 202312181259_stage_finance.pdf