CHAPTER 1: INTRODUCTION: With the emersion of automated trading platforms and the expansion of financial markets in the last few years, the need for more advanced tools to detect investment opportunities and explore potential risks has become quite essential. The use of technology, particularly artificial intelligence, has been proved efficient in terms of predictions and forecasts. 1. Project Description This capstone’s main goal is to conduct an in-depth study on the concept of Deep Learning in finance and evaluate this latter’s performance on time series’ forecasting using Python, This, project will be achieved through several steps, ordered as follows: The first step will be to provide the reader with a clear understanding of Deep Learning as a subset of Machine Learning, its different benefits and several characteristics. Next, a Moroccan stock will be picked based on its liquidity and recent activity. This data will then be used to perform a forecast using a Deep Leaming algorithm, Lastly, this latter's performance will be compared to a classical approach that we chose to be ARIMA using R language. 2, STEEPLE ANALYSIS 2.1, Societal Factor The social implication of this project is to encourage Moroccans to invest in the stock market, as itis possible to anticipate how the market could behave by means of good forecasting,2.2 Technological Factor The technological implication of this project is to use artificial intelligence in the service of the financial sector, by helping investors make the right decisions. This is achieved using deep leaming algorithms and two programming languages, R and Python. 2.3 Economic Factor By forecasting the Moroccan market's behavior, Moroccans are given the opportunity to take wise decisions and avoid risk with regard to their investments. This can only contribute in increasing the stock market’s liquidity and boosting the economy, 2.4 Environmental Factor Our project has no direct environmental implications, 2.5 Political Factor Time series’ forecasting can be used to predict the stock market's movement, which is in a very direct relationship with the country’s political situation, In clearer terms, good predictions leading to market stability ensure, in tum, political stability. 2.6 Legal & Ethical Factors When engaging in any financial activity or using any financial service, being ethical is viewed as highly essential. The failure to respect the set of rules regulating a certain financial body can lead (o very undesirable consequences. Time series’ forecasting using deep learning is considered to be a very ethical approach, that uses mere mathematical calculations and algorithms3. BACKGROUND 341 Artificial Intelligence Artificial intelligence (AI) is a branch of computer science that provides software with the ability to act autonomously, away from any human interaction, AI consists mainly in building devices capable of learning and performing tasks that initially require biological intelligence. Different algorithms and models are used to detect specific trends in data, based on which decisions are made, and actions are taken [1] Peanuts) Figure L{1}: Subsets of Arifcial Intelligence 3.2 Machine Learning ‘As its name implies, machine learning is the science that enables computers to lea and act without necessarily being fed with an explicit program. As an application of artificial intelligence (AD, machine learning is mainly based on developing computer programs that can directly use data as a tool to learn for themselves. It generally starts with data observations that can consist of examples, experience, or a set of instructions which allow machines to self-leam without any