Machine Learning to Forecast Multivariate Time Series

MULTIVARIATE TIME SERIES FORECASTING USING STATISTICAL AND MACHINE LEARNING MODELS

Presented By Jeffrey Yau, PhD
Jeffrey Yau, PhD
Jeffrey Yau, PhD
Chief Data Scientist at AllianceBernstein

Jeffrey is the Chief Data Scientist at AllianceBernstein, a global investment firm managing over $500 billions. He is responsible for building and leading the data science group, partnering with investment professionals to create investment signals using data science, and collaborating with sales and marketing teams to analyze clients. Graduated with a Ph.D. in economics from the University of Pennsylvania, he has also taught statistics, econometrics, and machine learning courses at UC Berkeley, Cornell, NYU, the University of Pennsylvania, and Virginia Tech. Previously, Jeffrey held advanced analytic positions at Silicon Valley Data Science, Charles Schwab Corporation, KPMG, and Moody’s Analytics.

Presentation Curriculum

MULTIVARIATE TIME SERIES FORECASTING USING STATISTICAL AND MACHINE LEARNING MODELS
92:31
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