Are you interested in how the Two Sigma quantitative investment process applies deep learning techniques?
Join in for an overview by David Kriegman, a Two Sigma Engineer and Professor of Computer Science and Engineering at the University of California San Diego.
The quantitative investment process can be viewed as one that takes in raw data at one end and executes trades that buy and sell financial instruments at the other end. The process naturally decomposes into steps of feature extraction, forecasting the returns of individual instruments, portfolio allocation to decide quantities to trade, and trading execution. Many of the steps in this process are readily expressed as machine learning problems that can be addressed using deep learning sequence methods. This talk will provide an overview of this pipeline and deep learning for sequences.
No background knowledge in finance is required.
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