talk-data.com

Hands-on exercise applying Hidden Markov Models for regime detection in time series.

Comparison of generative vs discriminative AI and semi-supervised learning concepts.

Hands-on exercise to build, fine-tune, and apply the Lag-Llama transformer to time-series data.

Discussion on deep autoregressive models and transformer architectures for time-series applications.

Hands-on exercise building a lightweight transformer for time-series prediction.

Overview of discriminative AI methods including CART decision trees and neural networks for trading data.

Hands-on exercise applying TimeVAE to predict SPX returns.

Overview of VAEs and their application to time-series data.

Hands-on feature engineering with TA-LIB and building a gradient-boosted tree to predict SPX returns.

Using GenAI/LLMs to create and backtest trading strategies.

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