Time Series and Sentiment Analysis in US Financial Markets using Deep Learning

• Analyzing Time series Patterns and sentiment in US financial markets.
• Implemented Sequential Deep learning and ML models to understand market sentiment and its impact on financial trends.
• Working with the past 5-7 years of daily data of 31 potential financial indicators to predict financial trends. Applying Dimensionality Reduction Techniques, Statistical Time-Series Analysis, and DL Sequential Models.