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Meetup exercise 2025-11-23 at 04:00

Exercise: building RNN to predict SPX returns. Performance metrics and comparison.

Event: A Weekend with Ernie Chan in London: Trading with GenAI

Speakers

Ernest (Ernie) P. Chan

Founder · Predictnow.ai; QTS Capital Management

Topics

RNNs time series performance metrics

Description

Hands-on exercise building an RNN to predict SPX returns and evaluating performance metrics.