Best Practices for AI and ML in Financial Markets with Automated Machine Learning
Machine learning techniques cannot magically make "signal" appear out of thin air, nor can they make unstable factors more stable. Data science typically succeeds where there are complex behaviors that can be described in data and where consistent inputs lead to consistent "predictable" outcomes.
Nevertheless, there are a number of useful characteristics that set apart machine learning techniques from the traditional quantitative toolbox, and automated machine learning has a compelling proposition for modern quantitative traders and investors.
Join Peter Simon, DataRobot's lead data scientist for financial markets, for a live webinar as we explore how to harness the power of automated machine learning to make quants and data scientists massively more efficient and productive.
We'll discuss:
- How to ensure that your expertise is put to good use
- How automated machine learning allows your team to build sophisticated models without requiring a technical data science background
- Common misconceptions and pitfalls in financial machine learning and how to avoid them
- How to ensure that your machine learning models don't just look great on paper, but also make money in production
- Why 'black boxes' are no longer a thing
- And much more.
Speaker and Presenter Information
Please visit our website to see our full list of speakers!
Relevant Government Agencies
DOD & Military, Other Federal Agencies, Federal Government, State & Local Government
Event Type
Webcast
This event has no exhibitor/sponsor opportunities
When
Thu, Dec 10, 2020, 11:00am - 12:00pm
ET
Cost
Complimentary: $ 0.00
Where
Free Webinar
Website
Click here to visit event website
Organizer
DataRobot