Build It in a Day: Time Series Analysis

Workshop Info

Time Series Analysis
Time series analysis is increasingly important and changing dramatically. Making accurate forecasts help companies survive and succeed while bad forecasts may cause failure. We'll tour the field starting with the fundamentals and move quickly to modern adaptations using neural nets. If time permits, we'll explore transformers which drive the time series inside LLMs. Along the way, you will gain intuition into what machine learning tools augment time series analysis and how deep learning strategies further enhance time series analyses and even set the groundwork for large language models.

September 27 – November 22 , 2024
Time for all workshops: 1:00 pm – 4:00 pm ET

These workshops offer the opportunity to experience risk management processes by building them. Examples include counterparty credit risk estimation, FAMA-French factor models, bank default modeling, risk management infrastructure at a lending company, the Fundamental Review of the Trading Book (FRTB), Comprehensive Capital Assessment and Review (CCAR). These major concepts are as much about their implementation as they are about their theoretical description; and organizations gain competitive advantage by effectively implementing these concepts. As a professional, a first step to adding value to this work at an organization is knowing how to build a simple version in a day.

How To Join a Session

Click on the Join a Session button at 1:00 pm ET on the day of your desired workshop. Each workshop ends at 4:00 pm ET.