AI and the index management problem /
"Presented by Douglas Hamilton, Chief Data Scientist, NASDAQ's Machine Intelligence Lab. Over the last decade, hundreds of billions of dollars of capital have retreated from active to passive management, driven in part by investors seeking lower management fees. With this we have seen rapi...
Clasificación: | Libro Electrónico |
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Formato: | Electrónico Video |
Idioma: | Inglés |
Publicado: |
[Miamia, Florida] :
Data Science Salon,
2019.
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Temas: | |
Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Sumario: | "Presented by Douglas Hamilton, Chief Data Scientist, NASDAQ's Machine Intelligence Lab. Over the last decade, hundreds of billions of dollars of capital have retreated from active to passive management, driven in part by investors seeking lower management fees. With this we have seen rapid growth in the index and exchange traded fund space, leading to the development of several distinct classes. At least one of these classes, Smart Beta, is ripe for AI augmentation. We outline the unique challenges of index management and discuss the application of Information Theory, Machine Learning, and Optimization in solving those challenges.--Resource description page |
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Notas: | Title from resource description page (Safari, viewed October 30, 2020). Place of publication from title screen. |
Descripción Física: | 1 online resource (1 streaming video file (28 min., 53 sec.)) |