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Meetup exercise 2025-11-23 at 04:00

Exercise: using Gaussian Mixture Model (GMM) for regime detection/prediction.

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

Speakers

Ernest (Ernie) P. Chan

Founder · Predictnow.ai; QTS Capital Management

Topics

gmm regime detection

Description

Hands-on exercise applying Gaussian Mixture Models for regime detection in time series.