Financial Time Series Modelling Using Generative Models

Explore data-driven approaches for financial time series modelling in this 45-minute conference talk from the Toronto Machine Learning Series. Gain insights from Ilnaz Asadzadeh, VP Data Science at BMO Capital Markets, as she provides an overview of various performance evaluation metrics and addresses challenges in achieving optimal results. Compare classical market simulation approaches with generative modelling techniques, understanding their respective advantages and drawbacks. Delve into the potential of generative models in revolutionizing financial time series analysis and forecasting.