EAIML #39: Machine Learning in Finance, Christopher K., Artellium

Feb 9, 2022 · Erlangen, Germany

The Zoom link will be posted at least 2 hours before the event.
Dear AI & ML Enthusiasts,

This time we have an exciting talk on
Machine Learning in Finance – Academic Foundations and Professional
Dr. Christopher Krauss, Artellium GmbH.




Machine Learning in Finance – Academic Foundations and Professional
Dr. Christopher Krauss, Artellium GmbH
In recent years, machine learning research has gained significant momentum in finance. In this talk, we will cover three areas.
First, we deploy LSTM networks for predicting out-of-sample directional movements for the constituent stocks of the S&P 500 from 1992 until 2015. We find LSTM networks to outperform memory-free classification methods, i.e., a random forest, a deep neural net, and a logistic regression classifier.
Second, we discuss statistical learning in the context of professional
finance, and how we work at our technology firm artellium.
Third, we will leave some time for Q&A and discussion.

➡️About the Speaker:
Dr. Christopher Krauss is Co-founder and Managing Director of Artellium GmbH. Artellium is a technology firm that discovers and exploits investment opportunities based on statistical learning and large amounts of data. Before co-founding Artellium, Chris was a Postdoc in Statistics at FAU Erlangen-Nürnberg. He has published numerous papers at the intersection of machine learning and finance in top-tier journals, and is among the most cited authors in that field. Previously, Chris was with McKinsey & Company, advising clients in the financial services and asset management industry.
Looking forward to seeing you all!


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