Matthew Dixon, Assistant Professor of Finance and Statistics, Illinois Institute of Technology
| October 08, 2018
View an extract of this session held at the Generation AI: The New Data-Driven Investor event in September 2018.You can also access the full video and slides.
Using examples ranging from portfolio construction to algorithmic trading, this talk explains neural networks as a non-parametric econometrics technique. Matthew also provides various examples illustrating the tradeoffs between using Deep Q-learning versus supervised deep learning for predictive modeling with signals such as news sentiment.
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