Recently, there is an increased interest in applying Machine Learning and Artificial Intelligence to the construction of investment strategies.
Here we introduce a Quantitative Machine Learning Platform for alpha discovery and strategy construction. There are three research layers that can help researchers finding signals that are hidden in large amounts of data:
- Interactive Design
- Machine Learning Tools
- Computer Simulations
The platform offers researchers tools for applying supervised and unsupervised Machine Learning techniques to large collection of data describing time-series systems, where uncertainty plays an important role. Modeling with a programming-free GUI allows researchers to focus on discovery of models based on discriminative and generative Machine Learning algorithms and integrate them in complex decision-making tools. A high level of automation is achieved via the definition of a structured search space and investigation of large samples of strategy candidates.
This group, called QWG, aims to create the bridges between the theoretical knowledge acquired during academic years and the financial industry. Participants will have the opportunity to work with large datasets and learn how to apply mathematical, statistical and Machine Learning tools to discover new signals predictive from the datasets. The hands-on experience will become a real advantage when it comes, after graduation, to searching for the first job.