"The Machine Learning Approach" by Michael Kearns

Поделиться
HTML-код
  • Опубликовано: 16 сен 2024
  • by Michael Kearns, Professor of Computer and Information Science, UPenn. From QuantCon NYC 2015.
    Traditional financial markets have undergone rapid technological change due to increased automation and the introduction of new exchanges and mechanisms. Such changes have brought with them challenging new problems in algorithmic trading, many of which invite a machine learning approach. In this talk, Michael will examine several algorithmic trading problems, focusing on their novel ML aspects, including limiting market impact, dealing with censored data, and incorporating risk considerations.
    The slides for this presentation can be found at www.slideshare....
    To learn more about Quantopian, visit us at www.quantopian....
    Disclaimer
    Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice.
    More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian.
    In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Комментарии • 7

  • @mikiallen7733
    @mikiallen7733 2 года назад +1

    This guy is really a rare breed ! Very few possess same types of skills he has !

  • @kyuss0x1
    @kyuss0x1 2 года назад +1

    good stuff, just liked the guy

  • @SADBOY-xu8ib
    @SADBOY-xu8ib 5 лет назад +5

    Bryan Cranston??