Immediate and accurate analysis of financial time series data is crucial to the price discovery mechanism that is at the heart of capital markets.

We’ll show you how insights can be derived from financial time series data, in real-time, using Machine Learning. In particular, a Keras model implementing an LSTM neural network for anomaly detection is provided.

The data we’re using comes from the Band Protocol public dataset available in Google BigQuery. Band Protocol is a cross-chain data oracle platform that aggregates and connects real-world data and APIs to smart contracts.

Evgeny Medvedev

Creator of https://github.com/blockchain-etl, Co-founder of https://d5.ai and https://nansen.ai, Google Cloud GDE, AWS Certified Solutions Architect

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