Mathematical Finance & Financial Data Science Seminar

Machine Learning Applied to Portfolio Construction

Speaker: Gontran de Quillacq, Clinton Group

Location: Warren Weaver Hall 1302

Date: Tuesday, October 24, 2017, 5:30 p.m.


One of our projects is focused on the application of Machine Learning to portfolio construction and design of investment strategies for equity markets. These tasks are approached by special learning algorithms and evolutionary simulations carried out over a vast algebra of portfolios. This seminar aims to introduce our working platform and illustrate its uses with several case studies.