Machine learning and reinforcement learning applications in quant finance

Practical aspects of portfolio construction and risk management using machine learning

Presented by Andrea Nardon, Chief Investment Officer, Creed & Bear, featuring:

• Brief overview of machine learning tools and possible applications to financial markets
• Focus on classification models withing supervised learning – decision trees
• Practical applications of decision trees to financial markets:
  • Harvesting alpha
  • Portfolio optimisation
• Thinking about risk management

RL-powered real time risk management

Presented by James Baker, Product Manager, Suite, LLC, featuring:

• Introduction to the risk problem scenario
• Introduction to reinforcement learning
• Applications