One of our famous mathematicians, James Simons, used an extension of the Baum-Welch algorithm to 'crack' the wall street when he started trading on the stock market. Now, as Google, all informations his team used to trade are hidden to the public. I would like to do such thing, but it'll be very hard.
I think it should be great to start with using the Baum-Welch Algorithm. Some guys suggest me to look up A Spectral Algorithm for Learning Hidden Markov Models and Learning Parametric Output HMMs. Another recommend me just starting with deep neural network.
To implement a great model, what are you suggesting to use first? In fact, I just don't know if I need to learn deep learning first or starting implement my algorithm. What is it advised to learn first?
Thanks in advance!