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Machine Learning for Stock Prediction

Advanced AI techniques for financial forecasting

📅February 5, 2026
🕐1:00 PM - 3:00 PM EST
⏱️120 minutes

About This Webinar

Discover how to leverage machine learning algorithms to predict stock price movements and optimize your trading strategies. This advanced webinar covers neural networks, ensemble methods, and real-world ML deployment for financial markets.

What You'll Learn

  • Understand different ML approaches for financial prediction
  • Build and train neural networks for price forecasting
  • Implement ensemble methods (Random Forests, XGBoost)
  • Feature engineering for financial time series
  • Avoid common pitfalls like overfitting and look-ahead bias
  • Deploy ML models in production trading systems
  • Evaluate model performance with proper backtesting

Agenda

1:00 PM

ML in Finance Overview

Introduction to machine learning applications in trading, common algorithms, and success stories.

1:20 PM

Data Preparation

Feature engineering, normalization, handling missing data, and creating training datasets.

1:45 PM

Building ML Models

Hands-on implementation of neural networks and tree-based models using scikit-learn and TensorFlow.

2:15 PM

Model Validation

Cross-validation techniques, avoiding overfitting, and realistic performance evaluation.

2:35 PM

Production Deployment

Integrating ML predictions into trading systems, monitoring model drift, and retraining strategies.

2:50 PM

Q&A & Case Studies

Real-world examples and answers to your questions.

Topics Covered

Neural Networks
LSTM & Time Series
Random Forests
XGBoost
Feature Engineering
Backtesting
Model Deployment
Performance Metrics
Risk Management

Speakers

Alex Chen

Alex Chen

Lead ML Engineer at Quantum Capital

Former Google AI researcher with 8 years of experience applying ML to financial markets. Published author in top ML conferences.

Dr. Maria Rodriguez

Dr. Maria Rodriguez

Quantitative Researcher & Data Scientist

PhD in Statistics from MIT. Specialized in time series analysis and predictive modeling for hedge funds.

Who Should Attend

  • Data scientists with basic ML knowledge
  • Quantitative analysts exploring advanced techniques
  • Algorithmic traders looking to incorporate AI
  • Financial professionals with Python/ML experience
  • Graduate students in finance, CS, or statistics

Prerequisites

  • Solid Python programming skills
  • Basic understanding of machine learning concepts
  • Familiarity with pandas, numpy, and scikit-learn
  • Understanding of financial markets and trading
  • Recommended: Previous experience with trading algorithms