Third research seminar by Quantitative Finance Research Group and Data Science Lab

11 December 2019

We kindly invite you to the third research seminar of the monthly series of meetings organised jointly by QFRG (Quantitative Finance Research Group) and DSLab (Data Science Lab).

The seminar will take place on 17th December 2019 (Tuesday) at 16.45 in room B002 at the Faculty of Economic Sciences.

This meeting will be dedicated to the presentation entitled Recurrent Neural Networks vs. Classical Methods in Investment Strategies. Mateusz Kijewski - undergraduate student of Computer Science and Econometrics at the Faculty of Economic Sciences and Robert Ślepaczuk, PhD – Senior Lecturer on The Faculty of Economic Sciences will discuss applications of Recurrent Neural Networks in investment strategies and compare them with classical methods for generating investments signals. The main focus will be put on the risk-adjusted performance of investment strategies, the sensitivity analysis of RNN results and the possible over-optimisation issues.

The meeting will be held in English.

Participation should be confirmed by 16th December via email to: AoSli/#fk~MgR@6svF]#[/VFT$%tLttEp4{+|g/

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