Machine Learning in Trading
Financial markets are one of the most difficult fields where machine learning is applied. Alongside some basic machine learning concepts, I will present a few approaches that can be applied in order to build a successful trading strategy.
Quantitative researcher and portfolio manager, Causality
Zoltán is a machine learning expert, mentor, quantitative researcher, and portfolio manager. He has a Mathematics and Software Design MSc from Eotvos Lorand University, Budapest, and a Computer Science MSc from Vrije Universiteit, Amsterdam. He did machine learning research at a number of universities: University of Helsinki, Vrije Universiteit Amsterdam and in Budapest. He joined a data science team at Morgan Stanley in 2010, where he was doing modeling and algorithmic bond trading. Since 2016, he is working as a quantitative researcher and portfolio manager at Causality, using machine learning to develop and apply fully automated trading strategies. He is a visiting professor at the Central European University and teaches Machine Learning Concepts and Advanced Methods in Machine Learning. As a mentor, he provides machine learning consultancy for startups and developed industry participants.