Professional Services
Case StudyBloomberg

Bloomberg has piloted a short term market forecasting application which uses deep learning to make predictions

Bloomberg and AlpacaJapan have developed an app using deep learning to forecast short-term market prices across major markets based on real-time data from Bloomberg.

Context

"Bloomberg today announced the launch of a new price forecasting application for investment professionals powered by artificial intelligence in conjunction with AlpacaJapan, a startup that specializes in AI solutions for financial trading".

The Project

"Bloomberg today announced the launch of a new price forecasting application for investment professionals powered by artificial intelligence (AI). The “Alpaca Forecast AI Prediction Matrix” is an application (app) that provides short-term market price forecasts for major markets such as USD/JPY, EUR/USD, AUD/JPY, CME Nikkei 225 Futures Index and US 10-year treasury bonds, using Bloomberg’s Market Data Feed (B-PIPE). Developed jointly with AlpacaJapan, a startup that specializes in AI solutions for financial trading, the app uses a cutting-edge deep learning engine to analyse tick data at a speed and volume beyond the ability of the human eye. AlpacaJapan’s AI technology recognizes patterns in the waves of price movements instantly, making market predictions possible."

AI Usage

deep learning

Data

"Bloomberg’s composite tickers and market indices along with consolidated, normalized market data for 35 million instruments across all asset classes, including data aggregated from more than 330 exchanges and 5,000 contributors"

Results

Proof of concept; results not yet available

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