[Turkmath:4459] Bilkent Analiz Semineri

[H. Turgay Kaptanoglu]

Sayin Liste Uyeleri,

Bilkent U., Matematik B., Analiz Semineri

Konusmaci: Arda Atalık
Baslik: Trading with Machine Learning
Konusma Dili: Ingilizce

Ozet: 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.

5 Mayis 2020 Sali
16:00-17:00

Konusma zoom uzerinden yapilacaktir.  Katilmak isteyenlerin, zoom 
sifresi
icin goncha at fen.bilkent.edu.tr.adresinde Alexander Goncharov'a bir 
e-mail
gondermeleri rica olunur.

H. Turgay Kaptanoglu