Make Data Work
September 11, 2018: Training & Tutorials
September 12–13, 2018: Keynotes & Sessions
New York, NY
September 12–13, 2018: Keynotes & Sessions
New York, NY
Revant Nayar
CTO, FMI Technologies LLC
Revant Nayar is CTO of FMI Technologies LLC and a PhD candidate at Princeton University. Revant has authored four academic papers and given talks at conferences.
Sessions
3:30pm–4:10pm Thursday, 09/13/2018
Location: 1A 03/04/05
Level: Intermediate
Secondary topics:
Financial Services,
Temporal data and time-series analytics
Revant Nayar (FMI Technologies LLC )
Average rating:
(1.50, 2 ratings)
Machine learning has so far underperformed in time series prediction (slowness and overfitting), and classical methods are ineffective at capturing nonlinearity. Revant Nayar shares an alternative approach that is faster and more transparent and does not overfit. It can also pick up regime changes in the time series and systematically captures all the nonlinearity of a given dataset.
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