February 21, 2020

208 words 1 min read

AI for financial time series forecasting and dynamic assets portfolio optimization

AI for financial time series forecasting and dynamic assets portfolio optimization

Real business usage of most advanced methods for financial time series forecasting (based on winning methods from M4 competition) and assets portfolio optimization (based on Monte Carlo Tree Search with neural networks - Alpha Zero approach). Complete investments platform with the AI workflow and real time integration with the brokers. Real usage demo.
Talk Title AI for financial time series forecasting and dynamic assets portfolio optimization
Speakers Konrad Wawruch (7bulls.com)
Conference O’Reilly Artificial Intelligence Conference
Conf Tag Put AI to Work
Location London, United Kingdom
Date October 15-17, 2019
URL Talk Page
Slides Talk Slides
Video

The presentation will show usage of AI/machine learning solution for financial industry based on the real case of complete investment and portfolio optimization platform. It will focus on practical examples, not theoretical discussion. The advantages of the most advanced methods of forecasting, including winning methods from M4 competition (ES Hybrid) will be shown and compared to traditional Alpha search. The portfolio optimization algorithm based on Monte Carlo Tree Search with value network guiding will be shown. It is the similar approach to the Alpha Zero method for GO and for investments purposes the results are also impressive. Finally the real demo of complete AI workflow for investments process will be presented live.

financial algorithm ai network forecast machine learning optimization
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