Deep Learning for Time Series Forecasting and Anomaly Detection in Finance: A Practical Python Guide

By Hayden Van Der Post

Reactive Publishing

Unlock the power of deep learning to transform financial time series analysis.

In today's volatile markets, accurate forecasting and early anomaly detection are critical for risk management, trading strategies, and investment decision-making. This practical guide equips quantitative analysts, data scientists, and finance professionals with modern deep learning techniques built specifically for sequential financial data.

You'll learn how to implement and compare state-of-the-art models including Transformers and LSTMs, while integrating causal inference methods to move beyond correlation toward more robust, interpretable predictions. Every concept is reinforced with complete, ready-to-run Python code examples using real-world financial datasets.

What You'll Discover Inside:

Core architectures for modeling temporal dependencies in asset prices, volatility, and economic indicatorsAdvanced anomaly detection techniques tailored to fraud, regime shifts, and market stress eventsPractical workflows for data preprocessing, model training, evaluation, and deploymentStrategies to combine deep learning with causal frameworks for more reliable financial insightsBest practices for avoiding common pitfalls in time series modeling with neural networks

Whether you're building algorithmic trading systems, enhancing risk models, or exploring cutting-edge applications in quantitative finance, this book provides the hands-on foundation you need. All code is designed to be immediately applicable in professional environments.

Ideal for readers with intermediate Python and machine learning knowledge who want to bridge the gap between theory and real financial impact.

• Format: Paperback
• Language: English
• ISBN: B0H4B3GXQ4
• ISBN13: 9798180324788
• Release Date: June 2026
• Publisher: Independently Published
• Length: 554 Pages
• Weight: 1.46 lbs.
• Dimensions: 1.4" x 6.0" x 9.0"