Jun 29, 2016 · 7:30 PM
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Full title: Recent Advances in Deep Learning and Applications to Market Data
Abstract: Deep Learning has experienced explosive growth over the last few years with applications in diverse areas such as biomedicine, language processing and self-driving cars. The goal of this talk is to give an introduction to Deep Learning from the perspective of learning patterns in sequences, with an emphasis on understanding the core principles behind the algorithms. We will review the latest advances in Recurrent Neural Networks and discuss applications of RNNs to learning patterns in market data.
Speaker: Steve Hutt is a consultant in Deep Learning and Financial Risk, currently working for CME Group. He has previously been head quant for credit at UBS and Morgan Stanley, and before that a mathematician doing stuff in an obscure branch of topology.
Please note there are no Euro 2016 football games on the day of the talk, so you won't miss a goal by coming to the talk!