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

Feb 9, 2022 · Erlangen, Germany

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

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

Agenda:

Welcome

Interview

Talk:
Machine Learning in Finance – Academic Foundations and Professional
Applications
Dr. Christopher Krauss, Artellium GmbH
https://www.linkedin.com/in/christopher-krauss-phd/
Abstract:
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!

Alex

P.S.
➡️ If you are on Telegram, the best place to receive updates about the meetup is the Telegram channel
https://t.me/EAIML
You can also join the channel by searching for EAIML on Telegram.

➡️ If you do not have Telegram yet, you can get a Telegram Account for free here https://telegram.org

➡️ If you have further questions about the meetup, the best way to contact me is on Telegram. Click on https://t.me/alexanderlorz or search for alexanderlorz.

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