Mathematical Finance & Financial Data Science Seminar
Big Data and AI Strategies: Machine Learning and Alternative Data Approaches to Investing
Speaker: Rajesh Krishnamachari, Head of Data Science, Data and Innovation Group at Bank of America
Location: Warren Weaver Hall 1302
Date: Tuesday, October 8, 2019, 5:30 p.m.
Synopsis:
Big Data and AI Strategies: Machine Learning and Alternative Data Approaches to Investing
The talk will illustrate use of new data sources and modern analytical techniques to quantitative investing. Amongst new data sets, we will cover use of news sentiment, commercial transactions and satellite image data. We will also present applications of machine learning algorithms in stock selection, sector rotation and for timing of risk premia signals.
Bio – Rajesh Krishnamachari, Head of Data Science, Data and Innovation Group at Bank of America
Rajesh T. Krishnamachari is responsible for leading Data Science initiatives within the Global Markets division of Bank of America. Prior to joining the firm in 2018, he was an investment strategist at JP Morgan, where he served on the Quant Council for Research and specialized on the application of machine learning algorithms to cross-asset systematic investing. He also serves as adjunct faculty for machine learning at New York University. Dr. Krishnamachari is a widely cited researcher with 2 books and 25 refereed publications across quantitative finance, applied mathematics and the social sciences.