Pre-FPO "Machine Learning Methods with Applications"

May 11, 2022, 1:00 pm2:30 pm
Event Description

Financial data is known to be highly stochastic and volatile. It has a low signal to noise ratio, is characterized by non-linear relationships and dominated by strong human feedback loops.  Over the years, practitioners have been looking for ways to glean useful and meaningful signals from the market to help them to make better financial judgments. Recently, with the proliferation of machine learning, deep learning techniques have gained much traction. This talk presents several technical studies and development of novel machine learning methods to solve real world problems, with a focus in the field of quantitative finance. Topics that will be covered include: deep learning, natural language processing, portfolio optimization, reinforcement learning, and structural prediction.