Automated Feature Discovery with Autoencoders for Market Prediction

The Python Lab
8 min readMar 10, 2024

In this tutorial, we will explore the concept of automated feature discovery using autoencoders for market prediction. Autoencoders are a type of unsupervised learning algorithm that can be used to identify novel predictors in a dataset. By training an autoencoder on a set of input features, we can learn a compressed representation of the data that captures the most important information. This compressed representation can then be used as input to a predictive model for market prediction.

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The Python Lab

Discovering the power of algorithms in Python. Exploring ML, AI, and Deep Learning. Data-driven trading strategies.