CMStatistics 2018: Start Registration
View Submission - CFE
Title: Machine learning models applied in trading and their potential issues Authors:  Rafael Molinero - Molinero Capital Management (United States) [presenting]
Abstract: While machine learning models display interesting characteristics and allow the modeling of complex non-linear relationships, which could be useful in finance \& trading, they also suffer from various issues such as curve fitting, stability issues, as well as low interpretability. We will go over an application of AI models, such as neural networks, for market price prediction and its potential trading application. We will then review the results and issues behind these models.