In Part 1 of our webinar series on discovering signal in financial time-series data, Stanley walked you through constructing a state-of-the-art AI-driven trading strategy, by forecasting commodity time-series data, and constructing a three-asset portfolio adjusted on predictive risk.
Now, in Part 2, Stanley Speel describes how and why generating meaningful signals and relationships in time-series data is often the key to building accurate forecasting models.
Watch Stanley walk you through:
- Preparing time-series historical data for a regression model
- Methods for isolating and selecting relevant and independent signals
- Network-based approaches for identifying and modelling relationships between multiple time-varying signals
Part 3 will take place in late July or early August. Reserve your spot now.
Can't watch the video right now? You can view the presentation slides below and read the transcription here.