Advances of ML Approaches for Financial Decision Making and Time Series Analysis: A Panel Discussion

Antulov-Fantulin, Nino and Kolm, Petter N., Advances of ML Approaches for Financial Decision Making and Time Series Analysis: A Panel Discussion (2022)

Posted: 29 Dec 2022 Last revised: 10 Mar 2023

See all articles by Nino Antulov-Fantulin

Nino Antulov-Fantulin

Aisot Technologies AG

Petter N. Kolm

New York University (NYU) - Courant Institute of Mathematical Sciences

Date Written: December 17, 2022

Abstract

Advances in machine learning are having profound influence on many fields. In this article, we present a curated version of a panel discussion that we moderated at Applied Machine Learning Days 2022 on the impact of recent advancements in machine learning on decision making, data-driven analysis, and time series modeling in finance. The panel consisted of industry and academic panelists in the field of finance and machine learning: Robert Almgren, Matthew Dixon, Lisa Huang, Fabrizio Lillo, Mathieu Rosenbaum, and Nicholas Westray. In the discussions with the panelists, we focused on (i) the recent developments of deep learning such as NLP-based neural network transformer architectures and physics-informed neural networks, (ii) common misconceptions and challenges in applying machine learning in finance, and (iii) opportunities and new research directions.

Keywords: Deep learning; Machine learning; Portfolio management; Reinforcement learning; Risk management; Trading

JEL Classification: C45, C51, C53, C61, D49, G10, G11, G12, G14

Suggested Citation

Antulov-Fantulin, Nino and Kolm, Petter N., Advances of ML Approaches for Financial Decision Making and Time Series Analysis: A Panel Discussion (December 17, 2022). Antulov-Fantulin, Nino and Kolm, Petter N., Advances of ML Approaches for Financial Decision Making and Time Series Analysis: A Panel Discussion (2022), Available at SSRN: https://ssrn.com/abstract=4307080

Nino Antulov-Fantulin

Aisot Technologies AG ( email )

Petter N. Kolm (Contact Author)

New York University (NYU) - Courant Institute of Mathematical Sciences ( email )

251 Mercer Street
New York, NY 10012
United States

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