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Quant Finance
AI & Machine Learning

Machine learning and reinforcement learning applications in quant finance

Posted by on 19 April 2023
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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

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