The training will show how to perform a dynamic portfolio back test using efficient machine learning tools. The training sessions will incorporate common ML libraries and emerging approaches. At the end of each training session, the instructors will introduce some packages for interpretability and some extensions will also be discussed. All notebooks and datasets will be made available online.
Certification will be given after the sessions.
Tony Guida, executive director – senior quant research, RAM Active Investments
Guillaume Coqueret, associate professor of finance and data science, EMLYON