A cutting-edge 1:1 research program in collaboration with Bradley University — guided by Prof. Du, an expert in AI-driven financial modeling. Build, train, and deploy a real LSTM model to predict stock market behavior.
Haddee Education, in collaboration with Bradley University, presents this AI-Driven Financial Research program: LSTM Applications in Stock Market Prediction. Open to talented high school and gap year students worldwide, it is personally guided by Prof. Du — an expert in AI modeling and Recurrent Neural Networks.
Students dive deep into the mechanics of Long Short-Term Memory (LSTM) networks, learning how to apply them to real financial time-series data. The program moves from foundational market analysis all the way to deploying a live prediction interface.
Every student produces a publishable research paper and a deployed AI model — with real-world impact and a powerful addition to any college application portfolio.
Prof. Du specializes in Recurrent Neural Networks (RNNs) and their application in financial markets. He has designed and implemented AI models to analyze stock trends using historical data, with a focus on practical, real-world applications that students can build and deploy themselves.
From understanding financial data structures to deploying working AI models, every module is designed around skills that matter in the real world — from hedge funds to fintech startups.
Live sessions are tailored to your individual learning pace and background. Prof. Du works directly with each student — not through TAs or standardized curricula — ensuring deep understanding and genuine mentorship.
You won't just build a model — you'll deploy it. Students create a user-friendly interface for real-time stock predictions, leaving the program with a live, functional AI product they built themselves.
Every student completes a comprehensive research paper covering methodology, findings, and future directions — written to academic standards using Python and LaTeX. A powerful differentiator for university applications.
16 weeks · 1 hour of live instruction per week · 8–10 hours of independent work weekly
Understand financial data structures, stock price trends, and key indicators like moving averages and volatility indices. Build fluency with real market data from Yahoo Finance.
Techniques for cleaning, normalizing, and engineering time series data. Learn how to prepare raw financial data into high-quality inputs for machine learning models.
Master the theory and implementation of Recurrent Neural Networks (RNNs) with a deep focus on Long Short-Term Memory (LSTM) architectures for predictive financial analysis.
Deploy your trained LSTM model for real-time predictions. Build a user-friendly interface that surfaces live financial insights — a working AI product you can showcase.
Learn how to design and document a research study, write to academic standards, and communicate findings clearly. Master Python and LaTeX for professional scientific presentation. Every student produces a complete, publication-ready research paper.
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