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Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

September 20th, 2017, 1:09 pm

Price Behaviour Modelling With Machine Learning And Neural Networks - Thijs Van Den Berg And Paul Wilmott

Save the date: 30th November 2017,  Central London

COURSE OVERVIEW

In this course you'll learn how to build and apply advanced Machine models and Neural Networks to modelling the stochastic dynamical behaviour of assets prices and other time series. We cover the fundamental principles of Machine Learning, walk your through the most recent and exciting development...Continued
 
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tagoma
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

September 20th, 2017, 4:30 pm

Congratulations for this. It looks awesome. There is not a lot of material available on the topics you will be covering AFAIK.
 
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outrun
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

September 20th, 2017, 7:51 pm

Yes, a lot of material we have is from original research! The main research focus in ML right now is on images, video and text, not much on finance indeed, and it has great potentials to improve models.
 
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tagoma
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

September 20th, 2017, 7:58 pm

outrun wrote:
Yes, a lot of material we have is from original research! The main research focus in ML right now is on images, video and text, not much on finance indeed, and it has great potentials to improve models.

I can't find the Like button on the new Wilmott website!!
 
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Paul
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

September 20th, 2017, 9:05 pm

tagoma wrote:
outrun wrote:
Yes, a lot of material we have is from original research! The main research focus in ML right now is on images, video and text, not much on finance indeed, and it has great potentials to improve models.

I can't find the Like button on the new Wilmott website!!

It's been relabeled, look for "Place Order"!
 
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TraderWalrus
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

October 1st, 2017, 3:53 am

Any online version for an interested trader who is 9,000 km away from London?
 
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outrun
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

October 1st, 2017, 12:54 pm

TraderWalrus wrote:
Any online version for an interested trader who is 9,000 km away from London?

That's indeed far away!
We have no concrete plans for an online version any time soon.
 
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Traden4Alpha
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

November 1st, 2017, 4:10 pm

What a great idea for a course.

There's tonnes of interest in AI right now (https://www.theguardian.com/science/201 ... scientists)
 
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Paul
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

November 1st, 2017, 5:15 pm

And the course filled up very rapidly! We didn't even get to charge the full price, all places went during the Earlybird phase!

We will repeat the course 22 Feb.
 
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Traden4Alpha
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

November 1st, 2017, 5:25 pm

Congrats on the quick sale of all the slots!
 
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outrun
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

November 2nd, 2017, 8:51 am

Traden4Alpha wrote:
Congrats on the quick sale of all the slots!

One of the best/most joyful phases leading to this was us doing the Kaggle competitions. It was so much fun doing all the pondering with you! I miss that, hopefully some day we get the time again. 
 
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Traden4Alpha
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

November 2nd, 2017, 11:51 am

outrun wrote:
Traden4Alpha wrote:
Congrats on the quick sale of all the slots!

One of the best/most joyful phases leading to this was us doing the Kaggle competitions. It was so much fun doing all the pondering with you! I miss that, hopefully some day we get the time again. 

Me too!

AI in all it's big-data, neural networks, machine learning, signal processing, autonomous vehicle forms is generating a lot possible "ponders."

The students in your class will also have many interesting possible applications for ML/NN in finance and related industries.

Have fun!
 
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mtsm
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

November 2nd, 2017, 1:20 pm

What did you cover? Was it 101 stuff or did you cover some applied finance research?
 
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outrun
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Re: Machine Learning/Neural Networks - Thijs Van Den Berg And Paul Wilmott - 30 Nov 2017 - London

November 2nd, 2017, 1:59 pm

mtsm wrote:
What did you cover? Was it 101 stuff or did you cover some applied finance research?

In the Kaggle competitions with t4a, ..or in the course?
At kaggle we looked at dark matter detection, medicines / molecules activity, large scale weird traveling salesman,  finding causality in data ( != correlation),.. very diverse and a lot of fun!
The course is sold out but hasn't taken place yet (end of Nov and a new on in Feb). The topics are on the page linked in the first post: the focus will be on modelling behavior of timeseries, curves but also on other topics. and there is indeed quite a bit a research we put in: mainly on the applied side and on the logic behind modelling: measuring things, managing model risk.
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