Applying machine learning to longer-term investing comes with specific difficulties. In this talk, we discuss a number of these issues to be aware of, such as:
- Signal-to-noise ratios are low
- Markets are continuously evolving
- The number of independent observations is lower than you might think
- Predictability does not guarantee profitability in real-world portfolios.
While these problems cannot be circumvented altogether, we review ways to address them at least partially. Furthermore, we present examples where machine learning nevertheless can add value.
- 11:40 am - 11:50 am Arrival and socializing
- 11:50 am - 12:00 pm Opening
- 12:00 pm - 1:50 pm Maximilian Stroh and Dr. Philip Messow, "A Brief Introduction to Applying Machine Learning to Investing"
- 1:50 pm - 2:00 pm Q&A
Speakers: Maximilian Stroh, Quoniam Asset Management in Frankfurt;Dr. Philip Messow, Quoniam
Please register using this link to get a reminder.
Webinar ID: 827 5571 3401
Website: Click to Visit
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