Applied machine learning in finance / Chakri Cherukuri.

Format:

Conference/Event

Video

Author/Creator:

Cherukuri, Chakri, on-screen presenter.

Conference Name:

O'Reilly Artificial Intelligence Conference (15-18 April 2019 : New York, New York), issuing body.

Language:

English

Subjects (All):

Machine learning.

Artificial intelligence.

Finance--Data processing.

Finance.

Physical Description:

1 online resource (1 streaming video file (45 min., 27 sec.)) : digital, sound, color

Other Title:

Applied machine learning for quant finance

Place of Publication:

[Place of publication not identified] : O'Reilly Media, 2019.

Summary:

"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 (Bloomberg LP) demonstrates how to apply machine learning techniques in quantitative finance, covering use cases involving both structured and alternative datasets. The focus of the talk will be on promoting reproducible research (through Jupyter notebooks and interactive plots) and interpretable models."--Resource description page.

Participant:

Presenter, Chakri Cherukuri.

Notes:

Title from resource description page (Safari, viewed November 12, 2019).

OCLC:

1127579405