machineByte Europe 2019 was a two-day conference hosted in the centre of Paris on 17-18 September 2019 with a plenary agenda and private breakout sessions that focused on the key industry topics in machine learning/AI and alternative data.
We provided not only the theoretical approach to machine learning in investment management, but also case studies/examples of how machine learning can be used in quantitative investment management. Those investors who are currently exploring machine learning and AI by attempting to discover non-linear trends in data, to maximise trade execution and to diversify allocation frameworks. This conference provided education and insights for those institutional investors who are increasingly exploring machine learning in investment management, specifically quantitative investment management.
chief scientist / head of ML, faculty member of UC Berkeley, former head of data science at Uber ATG, SIG
Our first keynote speaker Mike Tamir, has led teams of Data Scientists in the bay area as Head of Data Science at Uber ATG, Chief Data Scientist for InterTrust and Takt, Director of Data Sciences for MetaScale/Sears, and CSO for Galvanize where he founded the galvanizeU-UNH accredited Masters in Data Science degree and oversaw the company’s transformation from co-working space to Data Science organization.
Our academic keynote was Guillaume Coqueret, an associate professor of finance and data science at emlyon business school. His research revolves around applications of numerical methods, especially in financial economics. His work has been published in journals such as Journal of Portfolio Management, Journal of Banking and Finance and Expert Systems with Applications.
During the conference the attendees had the opportunity to receive training on site on applying machine learning in finance using R and Python. The training showed how to perform a dynamic portfolio back test using efficient machine learning tools. It incorporated common ML libraries and emerging approaches.
Tony Guida, executive director – senior quant research, RAM Active Investments
Guillaume Coqueret, associate professor of finance and data science, EMLYON
The training materials will be shared shortly on our training page.
During machineByte Europe we hosted our 5th ThinkTank. Notes will be shared on our ThinkTank meeting page.
- Applying Machine Learning To Quantitative Investment Strategies
- A Quantitative Approach To ESG Investing Enabled By Machine Learning And Big Data
- ESG & Sustainable Investing: Using Novel Datasets & Toolkits Through Your Investment Process
- Machine Learning In Alternative Investments
- Use of Blockchain in Investment Management
- Slow Growing: Institutionalizing The Crypto Wave
All members will be able to read the event coverage and listen to the soundByte speaker podcasts that will be posted in the upcoming days.