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
