Big Data and AI Strategies:
Machine Learning and Alternative Data Approach to Investing
A Talk by
Tuesday, November 5, 2019
5:45 PM Registration
6:00 PM Seminar Begins
7:30 PM Reception
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.
Special thanks to the Fordham University Gabelli School of Business for hosting and sponsoring the seminar.
About the Series
The IAQF's Thalesians Seminar Series is a joint effort on the part of the IAQF (www.iaqf.org) and the Thalesians (www.thalesians.com). The goal of the series is to provide a forum for the exchange of new ideas and results related to the field of quantitative finance. This goal is accomplished by hosting seminars where leading practitioners and academics present new work, and following the seminars with a reception to facilitate further interaction and discussion.