This is a summary of links featured on Quantocracy on Thursday, 09/24/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
-
The Quant Conference Digital | Global Audience – Online Event – Cutting Edge Research | 4-6 November, 2020The Quant Conference Digital engages the foremost thought leaders from the industry and academia to dive into the latest innovations in quant finance, foster collaboration and facilitate opportunities. Series of panel discussions and keynotes offer an in-depth exploration of the challenges and opportunities posed by a rapidly changing financial landscape. With the most recognised speakers, 1:1
-
How To Design Machine Learning Models – A Market Timing Example [Alpha Architect]We at ENJINE are big believers in the potential of machine learning (or as some call, artificial intelligence) to transform asset management. However, its fair to say that machine learning hasnt received mass adoption in the industry yet. There are some great primers to get you going on the blog notably Druce Vertes post titled: Machine Learning for Investors: A Primer and a
-
An Introduction to Time Series Signatures [Quant Dare]The Signature of a time series is a universal description for a stream of data derived from the theory of controlled differential equations. Over the last years, this technique has been used successfully applied in a wide array of Machine Learning tasks dealing with sequential data, such as the chinese character recognition problem or extracting information from the signature of a financial data