“What To Do Before Machine Learning” with Dr. Ernie Chan

“What To Do Before Machine Learning”
There is a great temptation to just let a deep neural net loose on your financial data and let it spit out returns predictions. This webinar will show you how to resist that temptation. Ernie Chan will discuss steps such as coming up with the simplest baseline models that financial machine learners often impatiently omit in their workflow.

About the Speaker:
Dr. Ernest Chan is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. He began his career as a machine learning researcher at IBM’s Human Language Technologies Group, and later joined Morgan Stanley’s Data Mining Group. He was also a quantitative researcher and proprietary trader for Credit Suisse. Ernie is the author of “Machine Trading”, “Algorithmic Trading”, and “Quantitative Trading”, all published by Wiley, and a popular financial blogger at epchan.blogspot.com. He also teaches at the Master of Science in Predictive Analytics program at Northwestern University. He received his Ph.D. in theoretical physics from Cornell University.

Disclaimer
Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice.

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Видео “What To Do Before Machine Learning” with Dr. Ernie Chan канала Quantopian