Richard Bateson, Director, Bateson Asset Management
| May 22, 2018
View an extract of this session held at the London Big Data and Machine Learning Revolution event in April 2018.You can also access the full video and slides.
Combining alternative news and sentiment data with traditional signals can provide increased risk-adjusted returns in long/short equity portfolios. In this presentation we consider the application of Machine Learning techniques to capture these effects and explore non-linear approaches to alternative data.
Today we will discuss one of the simplest ones, k-NN, which is the Nearest Neighbours technique but some of the others can give amazing overfitting power, like neural nets. But Python provides a great toolkit for most applications
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