Advances in Financial Machine Learning: Numerai's Tournament (seminar slides)
40 Pages Posted: 25 Nov 2019 Last revised: 29 Jun 2020
Date Written: November 1, 2019
Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations. In this course, we discuss scientifically sound ML tools that have been successfully applied to the management of large pools of funds.
This material is part of Cornell University's ORIE 5256 graduate course at the School of Engineering.
Keywords: Machine Learning, Artificial Intelligence, Asset Management
JEL Classification: G0, G1, G2, G15, G24, E44
Suggested Citation: Suggested Citation