Title: ML in asset management
Authors: Rafael Molinero - Molinero Capital Management (United States) [presenting]
Abstract: Machine Learning is a hot topic in Asset Management. Most companies in the financial industry are looking into various ML models to see if they can apply them in their business. We will look into the various potential applications of ML in Asset Management, whether trading, allocation, pricing for financial or even physical assets. We will also review the limitations and difficulties met by various ML models when used in Finance, especially as they face low signal to noise ratios as well as multiple regime shifts.