Quantitative trading with futures and machine learning
Hedge funds employing quantitative methods represent a $1000b industry. Nowadays, machine learning methods are becoming increasingly popular among traders for dealing with more and better data. This talk will focus on algorithmic trading with futures contracts, addressing the challenge of applying machine learning methods to financial data. Developing a trading system can be view as tackling a supervised learning problem, and we will discuss one concrete example which compares the performance of different algorithms.
Friday, 23 June 2017, ore 14:30 — Aula Magna