ML/DL for Non-Stationary Time Series Analysis in Financial Markets and Beyond with Stuart Reid - TWiML Talk #203
The TWIML AI Podcast (formerly This Week in Machine Learning & Artificial Intelligence) - Un pódcast de Sam Charrington - Lunes
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Today, we’re joined by Stuart Reid, Chief Scientist at NMRQL Research. NMRQL is an investment management firm that uses ML algorithms to make adaptive, unbiased, scalable, and testable trading decisions for its funds. In our conversation, Stuart and I dig into the way NMRQL uses ML and DL models to support the firm’s investment decisions. We focus on techniques for modeling non-stationary time-series, stationary vs non-stationary time-series, and challenges of building models using financial data.
