AI for financial time series forecasting and dynamic assets portfolio optimization

Konrad Wawruch (7bulls.com)

11:55–12:35 Wednesday, 16 October 2019

Location: King's Suite - Balmoral

AI Business Summit, Case Studies

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Who is this presentation for?

Business owners, managerial level

Level

Intermediate

Description

The presentation will show usage of AI/machine learning solution for financial industry based on the real case of complete investment and portfolio optimization platform. It will focus on practical examples, not theoretical discussion. The advantages of the most advanced methods of forecasting, including winning methods from M4 competition (ES Hybrid) will be shown and compared to traditional Alpha search. The portfolio optimization algorithm based on Monte Carlo Tree Search with value network guiding will be shown. It is the similar approach to the Alpha Zero method for GO and for investments purposes the results are also impressive. Finally the real demo of complete AI workflow for investments process will be presented live.

Prerequisite knowledge

Knowledge about time series forecasting and optimization methods.

What you'll learn

How much better are the latest advances in time series forecasting comparing to traditional methods. Why the Alpha Zero approach for dynamic assets portfolio optimization is a breakthrough for the investments industry. How to build complete AI based solution (supervised learning and reinforcement learning) for the real business use cases.

Konrad Wawruch

7bulls.com

SVP of 7bulls.com – a software house that provides AI technology and competences. 7bulls technically supports AI Investments, the startup which aims to build a complete, AI-based investment solution. Konrad is a co-creator and a substantive leader of the team developing machine learning solutions for leading global companies. He has extensive experience in the finance and investments field. He participated in Polish and international research projects in the field of computer systems with high processing power and AI technology. He was responsible for creating and implementing transaction software used by large international financial institutions (Standard Bank, Rabobank, Credit Agricole, mBank, First Data) including Algo Trading solutions.