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05 Mayıs 2020, 16:00 
Bilkent Üniversitesi Analiz Seminerleri Arda Atalık This is a group project presentation. We present possible applications of machine learning in trading. Given forecasts, multi-period portfolio optimization can be formulated as a convex problem which can be solved efficiently. Instead of statistical time-series forecasting methods, we apply ML to the portfolio optimization. As a second method, we discuss the use of Reinforcement Learning and compare it with the forecast-and-optimize method. NOT: Konuşma Zoom üzerinden yapılacaktır. Katılmak isteyenlerin, Zoom şifresi için goncha@fen.bilkent.edu.tr.adresinde Alexander Goncharov'a bir e-mail göndermeleri rica olunur. Analiz İngilizce Online with Zoom App admin 03.05.2020 |
