QuPodcast

Sri Krishnamurthy
  • 5.0 (1)
  • EDUCATION

QuantUniversity's Podcast on topics in Artificial Intelligence, Machine Learning, Innovation and Quant Finance. Hosted by Sri Krishnamurthy, CEO and President, QuantUniversity

  1. Yaacov Weinstock, James Perkins and Brad Franklin: Alternative Data and the API Jungle

    12/23/2020

    Yaacov Weinstock, James Perkins and Brad Franklin: Alternative Data and the API Jungle

    Check out the upcoming speakers at: https://quwinterschool.splashthat.com/ Subscribe to this podcast at www.anchor.fm/qupodcast Or On Apple Podcast at https://podcasts.apple.com/us/podcast/qupodcast/id1510865003 Slides and video at: https://academy.qusandbox.com/#/market/5fe3762099aa4a24691da924 A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times! Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc. Topic: Alternative Data and the API Jungle With Alternative Data becoming more and more popular in the industry, quants are eager to adopt them into their investment processes. However, with a plethora of options, API standards, trying and evaluating datasets is a major hindrance to adoption of datasets.

    1h 1m
  2. Machine Learning in Finance: Fireside Chat with Dr. Matthew Dixon, Dr. Igor Halperin, Dr. Paul Bilokon, and Sri Krishnamurthy

    12/18/2020

    Machine Learning in Finance: Fireside Chat with Dr. Matthew Dixon, Dr. Igor Halperin, Dr. Paul Bilokon, and Sri Krishnamurthy

    Check out the upcoming speakers at: https://qufallschool.splashthat.com/ Subscribe to this podcast at www.anchor.fm/qupodcast Or On Apple Podcast at https://podcasts.apple.com/us/podcast/qupodcast/id1510865003 Slides and video at: https://academy.qusandbox.com/#/market/5f3c39ff99aa4a24691da5f3 A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times! Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc. Topic: Fireside Chat with Dr. Matthew Dixon, Dr. Igor Halperin, Dr. Paul Bilokon, and Sri Krishnamurthy

    36 min
  3. Machine Learning in Finance: Dr Paul Bilokon - Stochastic filtering and MCMC in finance

    12/18/2020

    Machine Learning in Finance: Dr Paul Bilokon - Stochastic filtering and MCMC in finance

    Check out the upcoming speakers at: https://qufallschool.splashthat.com/ Subscribe to this podcast at www.anchor.fm/qupodcast Or On Apple Podcast at https://podcasts.apple.com/us/podcast/qupodcast/id1510865003 Slides and video at: https://academy.qusandbox.com/#/market/5f3c39ff99aa4a24691da5f3 A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times! Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc. Topic: Stochastic filtering and MCMC in finance While the focus in machine learning is on neural networks, we shall demonstrate that other algorithms can be considered in this paradigm. In particular, we shall introduce stochastic filtering and MCMC with applications to finance.

    28 min
  4. Dr. Igor Halperin: Machine Learning in Finance - Reinforcement Learning and Inverse Reinforcement Learning: Simple Examples and Applications in Finance

    12/17/2020

    Dr. Igor Halperin: Machine Learning in Finance - Reinforcement Learning and Inverse Reinforcement Learning: Simple Examples and Applications in Finance

    Check out the upcoming speakers at: https://qufallschool.splashthat.com/ Subscribe to this podcast at www.anchor.fm/qupodcast Or On Apple Podcast at https://podcasts.apple.com/us/podcast/qupodcast/id1510865003 Slides and video at: https://academy.qusandbox.com/#/market/5f3c39ff99aa4a24691da5f3 A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times! Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc. Topic: Reinforcement Learning and Inverse Reinforcement Learning: simple examples and applications in Finance This talk will introduce Reinforcement Learning (RL) and its Inverse (IRL) and illustrate how they work on very simple simulated experiments. I will then give a short overview of applications of RL and IRL for quantitative finance.

    32 min
  5. Dr. Matthew Dixon: Machine Learning in Finance - Deep Learning and Equity Portfolio Modeling

    12/17/2020

    Dr. Matthew Dixon: Machine Learning in Finance - Deep Learning and Equity Portfolio Modeling

    Check out the upcoming speakers at: https://qufallschool.splashthat.com/ Subscribe to this podcast at www.anchor.fm/qupodcast Or On Apple Podcast at https://podcasts.apple.com/us/podcast/qupodcast/id1510865003 Slides and video at: https://academy.qusandbox.com/#/market/5f3c39ff99aa4a24691da5f3 A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times! Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc. Topic: Deep Learning and Equity Portfolio Modeling This lab session shall demonstrate how deep learning can be used to model equity factors, commonly used in asset management. The emphasis shall be on interpretability, the ability of deep learning to capture non-linearities, and understanding the differences between linear models.

    43 min
  6. Saeed Amen & Alex Denev: Frontiers in Alternative Data-Techniques and Use Cases

    12/17/2020

    Saeed Amen & Alex Denev: Frontiers in Alternative Data-Techniques and Use Cases

    Check out the upcoming speakers at: https://qufallschool.splashthat.com/ Subscribe to this podcast at www.anchor.fm/qupodcast Or On Apple Podcast at https://podcasts.apple.com/us/podcast/qupodcast/id1510865003 Slides and video at: https://academy.qusandbox.com/#/market/5f6a21f299aa4a24691da797 A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times! Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc. Topic: Frontiers in Alternative Data-Techniques  and Use Cases Lecture 1: Alexander Denev In this talk, Alexander will introduce Alternative Data and discuss it's uses from his book, The Book of Alternative Data - What is alternative data? - Adoption of alternative data - Information value chain - Risks associated with alternative data - Processes required to develop signals - Valuation of alternative data Lecture 2: Saeed Amen In this talk, Saeed will discuss use cases in Alternative Data -Deciphering Federal Reserve communications - Using CLS flow data to trade FX - Geospatial Insight satellite data to estimate retailers' EPS - Saving "alpha" with transaction cost analysis - Using Bloomberg News data to trade FX

    1h 19m
  7. Ian Covert: A Unified Framework for Model Explanation

    12/17/2020

    Ian Covert: A Unified Framework for Model Explanation

    Check out the upcoming speakers at: https://qufallschool.splashthat.com/ Subscribe to this podcast at www.anchor.fm/qupodcast Or On Apple Podcast at https://podcasts.apple.com/us/podcast/qupodcast/id1510865003 Slides and video at: https://academy.qusandbox.com/#/market/5fd964e599aa4a24691da8fb A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times! Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc. Topic: A Unified Framework for Model Explanation Explainable AI is becoming increasingly important, but the field is evolving rapidly and requires better organizing principles to remain manageable for researchers and practitioners. In this talk, Ian will discuss a new paper that unifies a large portion of the literature using a simple idea: simulating feature removal. The new class of "removal-based explanations" describes 20+ existing methods (e.g., LIME, SHAP) and reveals underlying links with psychology, game theory and information theory. Practical examples will be presented and available on the Qu.Academy site Reference: Explaining by Removing: A Unified Framework for Model Explanation Ian Covert, Scott Lundberg, Su-In Lee https://arxiv.org/abs/2011.14878

    1h 40m
  8. Dr. Giulia Fanti: Generating High-fidelity, Synthetic Time Series Datasets with DoppelGANger

    12/16/2020

    Dr. Giulia Fanti: Generating High-fidelity, Synthetic Time Series Datasets with DoppelGANger

    Check out the upcoming speakers at: https://qufallschool.splashthat.com/ Subscribe to this podcast at www.anchor.fm/qupodcast Or On Apple Podcast at https://podcasts.apple.com/us/podcast/qupodcast/id1510865003 Slides and video at: https://academy.qusandbox.com/#/market/5f29eb1699aa4a24691da53a A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times! Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc. Topic: Generating Synthetic Data with Generative Adversarial Networks (GANs) Limited data access continues to be a barrier to data-driven product development. In this talk, we explore if and how generative adversarial networks (GANs) can be used to incentivize data sharing by enabling a generic framework for sharing synthetic datasets with minimal expert knowledge. We identify key challenges of existing GAN approaches with respect to fidelity (e.g., capturing complex multidimensional correlations, mode collapse) and privacy (i.e., existing guarantees are poorly understood and can sacrifice fidelity). To address fidelity challenges, we discuss our experiences designing a custom workflow called DoppelGANger and demonstrate that across diverse real-world datasets (e.g., bandwidth measurements, cluster requests, web sessions) and use cases (e.g., structural characterization, predictive modeling, algorithm comparison), DoppelGANger achieves up to 43% better fidelity than baseline models. With respect to privacy, we identify fundamental challenges with both classical notions of privacy as well as recent advances to improve the privacy properties of GANs, and suggest a potential roadmap for addressing these challenges.

    1h 5m
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QuantUniversity's Podcast on topics in Artificial Intelligence, Machine Learning, Innovation and Quant Finance. Hosted by Sri Krishnamurthy, CEO and President, QuantUniversity

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  • Creator
    Sri Krishnamurthy
  • Years Active
    2K
  • Episodes
    22
  • Rating
    Clean
  • Copyright
    © Sri Krishnamurthy