You are all cordially invited to the AMLab seminar next week, on Tuesday July 4 at 16:00 in C3.163, where Arnout Tilgenkamp (Flow traders) will give a talk titled “Machine learning at Flow Traders: Past, Present, Future”. Afterwards there are the usual drinks and snacks!
This will be the last seminar before the summer. We will start again in September.
Abstract: Old-school trading used to be a business with very limited use of statistics. Due to increasing automation and continuous technological advancement in infrastructure, statistics have now found their way into trading. In this presentation we will discuss how we as Flow Traders use machine learning and imagine its use in in the future. We will show you examples of how machine learning methods like neural networks and algorithms like gradient descent can help us capture the information content of financial markets.