Join DSI’s iCubed Seminars to learn about real-world applications of data science and AI across industries.

Speaker

Subhabrata Das, Vice President, Lead Data Scientist, JPMorgan Chase & Co.

Maryam Kabiri, Vice President, Lead Data Scientist, JPMorgan Chase & Co.

Event Details

Tuesday, February 25, 2025 (4:00 PM – 5:00 PM ET)

This talk will now be held virtually. Please register below to receive the Zoom link.

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Talk Information

A Hybrid Machine Learning System for Stock Market Forecasting

In collaboration with the M.S. in Data Science capstone program at the Data Science Institute, we have developed a forecasting system that is capable of making more robust and accurate stock predictions through a comprehensive view of behavior and market dynamics. Traditionally, stock predictions are made via time series models such as ARIMA or FB Prophet. However, we have brought the forecasting system to the next level by combining with modified Black-Scholes models and deep learning models such as LSTM and transformers to improve our prediction performance. The resulting outputs promise significant improvements in accuracy for predicting the next day’s stock price. The results were validated using backtesting on the last year of data across various stock indices. This talk will share the foundations of the project and its methods.