Machine Learning for Hierarchical Portfolio Optimization Using Schur Complements

📍 Join Zoom Link at 5:30 PM IST: Zoom Registration Link
📍 Physical event starts at 5:00 PM IST

We’re thrilled to announce our upcoming hybrid event at Urban Vault (google map), Bangalore, or online via Zoom, on 8th March. This exciting session features two incredible speakers:

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Topic: Machine Learning for Hierarchical Portfolio Optimization

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Event Intro
5:30 PM IST- The event begins with an introduction by Jean Herelle, CEO of Crunch, who will discuss what it means to build your AI model on Crunch, highlighting its unique role in democratizing access to machine learning and collective intelligence.

6:00 PM IST - This will be followed by a keynote by Peter Cotton, the author of Microprediction, who will explore Hierarchical Minimum Variance Portfolios. The talk dives into the intersection of machine learning algorithms and portfolio optimization, with a focus on Schur Complementary Allocation, a method that unites top-down hierarchical strategies and modern optimization techniques. Peter will also share insights on real-world applications, including his experience in the prestigious M6 Competition.

Expect an engaging deep dive into AI-driven portfolio optimization, practical tools for building your own strategies, and fresh perspectives on blending machine learning with financial models.

7:00 PM IST onwards - Networking & snacks.

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About Speakers

Jean Herelle
Jean Herelle is the CEO of Crunch, a pioneering platform at the forefront of leveraging decentralized intelligence for AI development. His leadership has been instrumental in building a dynamic ecosystem for data scientists, fostering collaboration, and enabling impactful innovation.

Peter Cotton
Peter Cotton is the author of Microprediction and the Chief Scientific Officer at Crunch. A leading expert in quantitative finance. He is renowned for his work on predictive analytics and portfolio optimization, with a particular focus on applying advanced mathematical techniques to solve real-world financial challenges.

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About CrunchDAO
Crunch is a decentralized collective intelligence network empowering 7000+ data scientists and AI researchers to solve complex financial problems collaboratively. Its platform integrates machine learning, data science, and blockchain technology to enable innovative AI model development.

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📍 Location: Urban Vault, Bangalore (Hybrid Event); Direction: google map
📍 Date: 8th March
📍 Time: Physical event starts at 5:00 PM IST, Zoom link live at 5:30 PM IST
Register now to join this exciting session!