|
|
| Title | Supervised Learning (Part 1) - Meetup for Machine Learning in Quantitative Finance |
| Time | 19:00 – 20:45, July 4, 2018 |
| Venue | Room 12, the 16th Floor CGC1, Citigroup building, Canary Wharf, 25 Canada Square, London, E14 5LB |
| Content | In this event, Dr Hao Ni gave a one-hour presentation on the introduction of the supervised learning methods, in order to provide the audience with the theoretical underpinnings of supervised learning. Topics include(1) The general framework of supervised learning methods;(2) Linear regression and regularization methods;(3) Non-linear regression: basis expansion and beyond;(4) Artificial Neural Networks.This lecture aims to deliver the core ideas of supervised learning method in a concise and rigorous manner, in order to help the audience to build up an intuition behind the so-called “black-box” algorithms by mathematical reasoning and illustrative numerical examples.The lecture is followed by a Q&A session and some stimulating group discussions, through which the participants shared their thoughts on useful financial applications of supervised learning methods, and to propose suitable methods in tacking different practical problems.URL Passowrd: MLQFLN2018 |
| URL | Page Link |