ML/DL for Non-Stationary Time Series Analysis in Financial Markets and Beyond with Stuart Reid - TWiML Talk #203

Today, we’re joined by Stuart Reid, Chief Scientist at NMRQL Research. NMRQL is an investment management firm that uses ML algorithms to make adaptive, unbiased, scalable, and testable trading decisions for its funds. In our conversation, Stuart and I dig into the way NMRQL uses ML and DL models to support the firm’s investment decisions. We focus on techniques for modeling non-stationary time-series, stationary vs non-stationary time-series, and challenges of building models using financial data.

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Machine learning and artificial intelligence are dramatically changing the way businesses operate and people live. The TWIML AI Podcast brings the top minds and ideas from the world of ML and AI to a broad and influential community of ML/AI researchers, data scientists, engineers and tech-savvy business and IT leaders. Hosted by Sam Charrington, a sought after industry analyst, speaker, commentator and thought leader. Technologies covered include machine learning, artificial intelligence, deep learning, natural language processing, neural networks, analytics, computer science, data science and more.