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Deep portfolio: using neural networks for portfolio construction - Anant Gupta

Hasgeek TV 9,701 7 years ago
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Deep Learning is a good concept and it is slowly transforming the face of data analysis. The world of finance has not been impervious to its reach. Although finance has its own models which have in place for decades ( Black Sholes, CAPM ) new methodologies are coming up to leverage the power of AI For the past few decades Portfolio building has been guided by analytical methodologies. There have been several methodologies like CAPM, Apt, Factor Data etc. However, very recently there have been some papers which leverage Deep Learning for portfolio building. Through this Full Talk I will be presenting a deep learning application in the field of portfolio composition Anant is part of Morgan Stanley for the past 7 years. He did his B.Tech ( Electrical ) from BITS Pilani

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