The journal will cover cross-asset markets, across learning and data types, covering areas including risk management, execution and allocation frameworks, among other areas. The journal will be published bi-annually, with the first issue being published in May 2019.
The journal, whose editorial board will include quantitative finance professionals, data scientists, machine learning professionals as well as academics specializing in finance and artificial intelligence. Tony Guida, author of Big Data and Machine Learning in Quantitative Investment, and Executive Direcror, Senior Quant Researcher, is Editorial Chair of The Journal of Machine Learning for Finance.
1st Edition: The Journal of Machine Learning in Finance
Submissions have opened
Deadline For Submissions: March 22, 2019
Submissions & Contact
Please contact our Head of Content, Chantal Hermans and Editor-in-Chief, Tony Guida, at email@example.com for submissions and more information.
Editor-in-Chief: Tony Guida, Author of Big Data and Machine Learning in Quantitative Investment, Executive Director, Senior Quant Researcher, Chair of ThinkTank EMEA
- Matthew Dixon, Assistant Professor of Applied Math, Illinois Institute of Technology
- Miquel Noguer I Alonso, Co-Founder, Artificial Intelligence Finance Institute – AIFI / Chief Development Officer, Global AI / Adjunct Professor, Columbia University in the City of New York
- Eric Bouyé, Head, Quantitative Strategies and Asset Allocation / Lead Investment Officer, The World Bank
- Guillaume Coqueret, Associate Professor of Finance, Emlyon Business School
- Carmine de Franco, Head of Fundamental Research, OSSIAM
- Giuliano De Rossi, Head of European Quantitative Research, Macquarie Securities
- David Fellah, Quantitative Research, ITG
- Nick Firoozye, Honorary Senior Lecturer – Computer Science (Computational Finance), University College London
- Ahcene Gareche, Head of Quantitative Strategies, Axa IM Chorus / Chair of ThinkTank ASIA
- Yves Hilpisch, Chief Executive Officer, The AI Machine / Chief Executive Officer, The Python Quants
- Michael G. Kollo, PhD, General Manager – Quantitative Solutions and Risk, HESTA
- Petter Kolm, Clinical Professor of Mathematics, Courant Institute of Mathematical Sciences / Director, Mathematics in Finance Master Program, NYU Courant’s Quantitative Finance Program
- Dr. Mingzhu Lu, R&D Lead / Data Science, Accenture
- Mark Nebelung, Portfolio Manager, Co-Head of Global Systematic Solutions, Principal Global Equities
- Sandhya Prabhakaran, Research Fellow, Memorial Sloan Kettering Cancer Center
- Michael Recce, Chief Data Scientist, Neuberger Berman
- Yaz Romahi, Chief Investment Officer, Quantitative Beta Strategies, J.P. Morgan Asset Management
- Julien Turc, Head of the QIS Lab, BNP Paribas
- Sandrine Ungari, Head of Cross Asset Quantitative Research, Société Générale
- Maurits van der Meer, Portfolio Manager Systematic Equity Strategies, PGGM
- Kari Vatanen, CFA, FRM, Head of Cross Assets and Allocation, Varma Mutual Pension Insurance Company
Potential topics include:
- Risk in finance using ML, ML for credit risk.
- Risk Modelling using ML.
- Empirical Asset Pricing using Machine learning.
- CTA using ML market direction predictions.
- ML in finance, Machine learning to avoid fraud for compliance.
- Investment/securities selection using ML (across main asset classes).
- Investment/New signals (NLP based for instance) “How to construct an ESG ML based signal”.
- Portfolio construction techniques, using deep learning.
- New Trading techniques, using agent reinforcement learning.
- Machine Learning used in derivatives (pricing options).
- Some High-level topics like “Interpretability for Machine Learning in Finance?” or “Features engineering for equities using Machine learning?”.
- Synthetic data for Finance for stress testing, using GAN.
- Use of machine learning in Execution, reinforcement learning for better trades routing.