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 if 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.
Register at: https://www.cfainstitute.org/en/events/webinars/machine-learning-in-portfolio-construction