A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times!
Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc.
Validation and Machine Learning - Some thoughts on Deep Neural Networks
Lecture 1: Dr.Jorg Kientz
In this talk we outline the use of Machine Learning algorithms and their potential application. We focus on Deep Neural Networks. The aim is to outline different network architectures. Then, we wish to find a way of choosing the architecture that best fits from a model validation perspective. This approach is illustrated with examples.
Lecture 2: Ben Steiner
In this talk we will discuss the challenges of Deep learning and focus on the key aspects of Model Risk Management for Deep Learning and Alpha Strategies