Presented By O'Reilly and Cloudera
Make Data Work
22–23 May 2017: Training
23–25 May 2017: Tutorials & Conference
London, UK

Deep learning in commodities markets

Aida Mehonic (The Alan Turing Institute)
16:0016:30 Tuesday, 23 May 2017
Hardcore Data Science
Location: London Suite 2/3
Average rating: ***..
(3.00, 1 rating)

In financials markets with liquid securities, any small advantage can be extremely valuable. Aida Mehonic explains how ASI Data Science, one of the most respected data science companies in the UK, has trained a deep neural net on historical prices of liquid financial contracts. The neural net has already outperformed comparable strategies based on expert systems. Aida shares ASI’s findings in more detail and discusses alternative implementations and potential next steps. This exciting research is ongoing and the full extent of results is yet to be known.

Photo of Aida Mehonic

Aida Mehonic

The Alan Turing Institute

Dr Aida Mehonic is a Programme Manager for AI at The Alan Turing Institute. Previously, she was a Principal at ASI Data Science where she has led the delivery of data science projects for investment funds, multinationals, government and NGOs.

She holds a PhD in Theoretical Physics. Her research into the physics of tumour formation was published in Nature and she won a Bronze Medal at the International Physics Olympiad. After her PhD, she worked in quantitative roles in financial markets, most recently as a Quant Strategist at J.P. Morgan Investment Bank covering credit markets in the No.1 ranked research team in Europe according to Institutional Investor.

She’s a regular speaker at conferences and round tables, including O’Reilly’s A.I. Conference, Strata Data, Newsweek’s AI in Capital Markets, Battle of the Quants and others.

Comments on this page are now closed.

Comments

Michal Kucharczyk | BI & RISK MANAGEMENT SPECIALIST
26/05/2017 9:45 BST

Hello Aida, do you plan to share the slides?