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Ernest Chan Discusses Corrective AI and Conditional Portfolio Optimization
Asset managers have struggled to apply machine learning to generate trading signals successfully. Instead, applying machine learning to determine the probability of profit of existing trading signals is very fruitful - this is Corrective AI. Taking this one step further, we developed Conditional Portfolio Optimization, a portfolio optimization technique that adapts to market regimes via machine learning. Applications on portfolios in vastly different markets suggest that CPO can outperform traditional optimization methods under varying market regimes. Dr. Hossein Kazemi, Senior Advisor of the FDP Institute will explore this further with Ernest Chan, Founder & CEO, Predictnow.ai Inc.

The Financial Data Professional Institute (FDPI), established by CAIA Association, has designed a self-study program to provide financial professionals with an efficient path to learn the essential aspects of financial data science.

Presentation will last approximately 45 minutes followed by 15 minutes for Q&A. Session will be recorded, and the recording link will be sent to those who have registered for the webinar.

Dec 12, 2022 11:00 AM in Eastern Time (US and Canada)

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Speakers

Ernest Chan
Founder and CEO @Predictnow.ai Inc.
Ernest Chan (Ernie) is the founder and CEO of Predictnow.ai, a machine learning SaaS. He started his career as a machine learning researcher at IBM's T.J. Watson Research Center's Human Language Technologies group, which produced some of the best-known quant fund managers. He later joined Morgan Stanley's Data Mining and Artificial Intelligence group, which was founded by Prof. Vasant Dhar of NYU. He is the founder and non-executive chairman of QTS Capital Management, a quantitative CPO/CTA. He obtained his Ph.D. in physics from Cornell University and his B.Sc. physics from the University of Toronto.
Hossein Kazemi, PhD, CFA
Senior Advisor @FDP Institute
Dr. Hossein Kazemi, Ph.D., CFA, is the Sr. Advisor to the FDP Program. Dr. Kazemi assists with the development of the CAIA and FDP program curriculum, he serves as the editor of Alternative Investment Analyst Review, which is published by the CAIA Association. Dr. Kazemi has been involved in the CAIA Association since inception as a senior adviser and board member. Dr. Kazemi is a Professor of Finance at the Isenberg School of Management at the University of Massachusetts, Amherst. Dr. Kazemi is currently the Director of the Center for International Securities & Derivatives Markets, a nonprofit organization devoted to research in the area of alternative investments, a co-founder of the CAIA Association, and home to CISDM Hedge Fund/CTA Database and the Journal of Alternative Investments, the official research publication of the CAIA Association. He has a Ph.D. in finance from the University of Michigan.