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Webinar: Machine Learning  in Portfolio Construction

Descripción del evento

Please join us in the next CFA Institute webinar which will take place on Thursday May 28, at 6:00 PM.


The webinars are free and open to members and non-members.  

About the conference:
Financial markets have become increasingly complex. Machine learning offers powerful tools for portfolio construction that complement and overcome some of the limitations of classical statistical methods. Join Professor Marcos Lopez de Prado of Cornell University to discuss effective processes for analyzing data and testing investment strategies. In this interactive webinar, Professor Lopez de Prado will discuss convex optimization solutions in the context of signal-induced and noise-induced instabilities, identifying machine learning methods that improve investment performance.
About the Speaker:
Marcos Lopez de Prado is the CIO of True Positive Technologies (TPT) and professor of practice at the Cornell University School of Engineering. He has over 20 years of experience developing investment strategies using machine learning algorithms and supercomputers. Professor Lopez de Prado launched TPT after selling some of his patents to AQR Capital Management, where he was a principal and the firm's first head of machine learning. He also founded and led Guggenheim Partners' Quantitative Investment Strategies business. Professor Lopez de Prado is a research fellow at Lawrence Berkeley National Laboratory and has published dozens of scientific articles in leading academic journals. He is a founding co-editor of the Journal of Financial Data Science, has testified before the US Congress on artificial intelligence policy, and is ranked by SSRN as the most-read author in economics. Professor Lopez de Prado has written several graduate textbooks, has an Erdős #2 according to the American Mathematical Society, and received Spain's National Award for Academic Excellence and the Quant of the Year Award from the Journal of Portfolio Management. He earned a PhD in financial economics and a PhD in mathematical finance from Universidad Complutense de Madrid and completed his post-doctoral research at Harvard University and Cornell University.



Tipo de evento

Sociedad; Featured

Area de formación

 

Start Time

28/05/2020 18:00

Hora de comienzo

28/05/2020 18:00

End Time

28/05/2020 19:15

Hora de término

28/05/2020 19:15

Ciudad

 

Provincia

 

Ubicación Región

EMEA

Lugar de celebración

 

Ponente

 

Créditos CPD

 

Divisa

 

Precio para Socios

 

Precio para No-Socios

 

Precio para Candidatos

 

Inscripción

All Day Event

 

Recurrence

 

Education Topic

 

CPD Credits

0,5

Créditos SER

 

Event Category

 

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Event Short Info

Financial markets have become increasingly complex. Machine learning offers powerful tools for portfolio construction that complement and overcome some of the limitations of classical statistical methods. Join Professor Marcos Lopez de Prado of Cornell University to discuss effective processes for analyzing data and testing investment strategies. In this interactive webinar, Professor Lopez de Prado will discuss convex optimization solutions in the context of signal-induced and noise-induced instabilities, identifying machine learning methods that improve investment performance.
About the Speaker:

Attachments

Content Type: MyCFA Calendar
Created at 22/05/2020 5:45 by andrea.wolfes@cfaspain.org[CASMSTS:username]
Last modified at 22/05/2020 5:46 by andrea.wolfes@cfaspain.org[CASMSTS:username]