ApplyAI@8 - Hands-on workshop to explore ML in Finance - PART 2
Details
Hey all! ApplyAI is back...with the second session on ML I=in finance.
ML Milan is happy to announce a new ApplyAI series event, where we take on the practical side of Machine Learning to the next level with live coding sessions.
This session is the second part of Alexandr talk; feel free to follow it if you have the interest to know more about ML in finance
In the previous event on financial machine learning (https://youtu.be/uoRDfyqgbho), we could see, that if we apply the classical machine learning pipeline as we used to do in computer vision or NLP or other fields, the results will be completely wrong and not explainable. We studied that the secret sauce lies in the data preparation, not complicated models.
Now, when we know how to model financial data, it's time to build the strategies and evaluate them in randomness, having a goal of estimating how exactly our models and our strategies will perform in the future.
In this lecture we will study 3 major topics:
- advanced metrics for performance evaluation
- simulations and synthetic backtests generation
- risk measures for overfitting,
all related to the financial machine learning applications.
We will use real data of securities from different sectors, train models, build strategies, and evaluate them within the above-mentioned framework in real-time.
Prerequisites:
- Basic knowledge of Python and machine learning
- Video from the previous lecture and documentation (https://github.com/Rachnog/education/tree/master/ml_milano/intro_to_financial_ml)
- Nice to read, but not necessary: https://www.amazon.com/Machine-Learning-Managers-Elements-Quantitative/dp/1108792898
Alexandr Honchar
https://medium.com/@alexrachnog
Alex Honchar is an AI practitioner and entrepreneur, working in this field for more than 6 years. He has worked as the data scientist implementing state-of-the-art machine learning models in European and American companies, as a researcher at the University of Verona who published multiple academic and blog articles, and lately he pushes the field forward as an entrepreneur and founder of European AI boutique Neurons Lab.
Where? Join us on Saturday the 5th of September via Youtube streaming at the following link: https://youtu.be/RJYmYDs-dB8
The event will start after 10 AM and will finish around 3 PM