Sasin Research Seminar - Stock price forecasting with AI

REGISTER NOW

You are cordially invited to join Sasin Research Seminar.

Stock price forecasting with AI

By: Gunter Meissner, Ph.D. President of Derivatives Software, Professor of Mathematical Finance at Columbia University and NYU, Executive Research Director at Bhodi research group Date: Wednesday, March 18, 2026 Time: 12.00-13.00 (Bangkok Time) Format: Hybrid Session Venue: Speaker will join online; On-site viewing room at Room 201, Sasin School of Management Register here to reserve your seat Abstract: We build several types of supervised and unsupervised Neural Networks to directionally forecast stock prices, i.e., if the stock price will go up or down the next day. A supervised Multi-Layer Perceptron (MLP) network gives the best results so far with a success rate of up to 57%. This beats the null hypothesis of 50% or the “always up rate” of 51.5%. We are currently finetuning the networks. We are happy to share the code.   For more information please contact +66-2218-4000 ext. 84095 or [email protected].