Stellenbosch University
Welcome to Stellenbosch University
Department Statistics & Actuarial Science: Seminar - Zander Wessels (NMRQL Research, Stellenbosch)
Start: 13/03/2020, 13:00
End: 13/03/2020, 14:00
Contact:Elizna Huysamen - 021 808 3244
Location: Van der Sterr Building, c/o Victoria & Bosman Street, 2nd floor,Room 2048, Stellenbosch

"Applying machine learning algorithms to financial time series and predicting future events comes with a slew of challenges. These include online learning, dealing with non-stationarity, ensembling, controlling for biases, regime changes, residual analysis and many more. How to address some of these challenges will be discussed, as well as other applications of machine learning in finance outside of the predictive setting."