December 27, 2019

222 words 2 mins read

Applied machine learning in finance

Applied machine learning in finance

Quantitative finance is a rich field in finance where advanced mathematical and statistical techniques are employed by both sell-side and buy-side institutions. Chakri Cherukuri explains how machine learning and deep learning techniques are being used in quantitative finance and details how these models work under the hood.

Talk Title Applied machine learning in finance
Speakers Chakri Cherukuri (Bloomberg LP)
Conference Strata Data Conference
Conf Tag Big Data Expo
Location San Francisco, California
Date March 26-28, 2019
URL Talk Page
Slides Talk Slides
Video

Quantitative finance is a rich field in finance where advanced mathematical and statistical techniques are employed by both sell-side and buy-side institutions. Techniques like time series analysis, stochastic calculus, multivariate statistics, and numerical optimization are often used by “quants” for modeling asset prices, portfolio construction and optimization, and building automated trading strategies. Chakri Cherukuri explains how machine learning and deep learning techniques are being used in quantitative finance. Chakri outlines use cases for machine learning in finance and dives into a few examples, involving both structured and unstructured datasets, to examine in detail how machine learning models can be used for predictive analytics. Chakri details how these models work under the hood and explores the interpretability of these models. Along the way, you’ll look at novel interactive visualizations and diagnostic plots that will help you better understand these models.

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