This second meetup for February (videos and slides of yesterday's meetup are here ) will be hosted and sponsored by Quantmetry at Village by CA. The video streaming is visible on the video above. Here is the program and attendant slides:
- Pitch (2-3minutes)
- Olivier de Fresnoye, RAMP 9-10 Février, http://www.epidemium.cc. evenement: http://ramp1c4c.eventbrite.fr .Le lien pour assister à la journée sans participer : http://www.meetup.com/fr-FR/Epidemium/events/228423923/
- Gautier Marti, Pitch Cleared Derivatives Solutions
* Franck Bardol and Igor Carron, introduction
Nous menons actuellement un projet d'expérimentation sur la maintenance prédictive de matériel roulant dans le domaine du ferroviaire. Plusieurs phases de preuve de concept afin d'identifier les données utiles ont été menées. Nous présenterons une étude prospective avec plusieurs approches utilisant des réseaux de neurones pour détecter les défaillances du matériel : méthodologie, résultats préliminaires et perspectives.
• Delaney Granizo-Mackenzie, Quantopian, "Machine Learning in Quantitative Finance"
We will cover how machine learning techniques might fit into quantitative finance. This includes techniques to rank assets and construct spread based portfolios, and which types of machine learning applications don't work.
Scikit-learn is a popular Open Source library for Machine Learning in Python. This presentation will introduce the project and give demo how to use it in conjunction with other tools from the PyData ecosystem such as NumPy, pandas and Jupyter notebook. Finally we will review recent and ongoing developments if time allows.
Liked this entry ? subscribe to Nuit Blanche's feed, there's more where that came from. You can also subscribe to Nuit Blanche by Email, explore the Big Picture in Compressive Sensing or the Matrix Factorization Jungle and join the conversations on compressive sensing, advanced matrix factorization and calibration issues on Linkedin.
No comments:
Post a Comment