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Claudio Giorgio Giancaterino

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Actuary & AI Scientist Intesa San Paolo Assicurazioni

Claudio Giorgio Giancaterino is an actuary at ISPA by day and freelance data scientist in his spare time.

Bio from: PyData Milan: Stock Forecasting & AI POCs That Deliver

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Dive into the future of financial analysis and the power of uncertainty quantification using conformal prediction techniques, applied through the robust capabilities of Nixtla library. Gain insights into how this tool provides reliable predictive intervals, enhancing decision-making in volatile markets. Advantages and Fundamentals concepts of Conformal Prediction: Explore the impact of conformal prediction on financial time series forecasting. This talk will introduce the fundamentals of conformal prediction, highlighting its ability to provide reliable uncertainty quantification by generating predictive intervals that encompass real market behaviours. In this way conformal prediction allows investors to make informed decisions despite inherent market volatility. Nixtla library and practical example of a financial time series: To bring theory into practice, Claudio will present the Nixtla library, which simplifies the implementation of conformal prediction, and walk us through a use case using Yahoo! Finance's API with a comparison of TimeGPT against several statistical and machine learning models. Streamlit App: Develop a Streamlit App for a general Stock Market Forecasting, supported by a Stock Agent Analysis built with pyautogen