The application of deep neural networks is helping researchers solve new kinds of finance problems. This talk is focused on a series of projects, and will touch on selecting the best features for machine learning methods, credit rating assessments using quarterly data and applications to portfolio management, and high-frequency credit rating using equity, bonds and other sources of data.
Presenter: Dan Wang
Dan is a Ph.D. candidate at Stevens Institute of Technology. His work includes a special emphasis on machine learning and has been partially funded by UBS.
9 - 9:05 a.m.: Introduction
9:05 - 9:30 a.m.: Virtual lecture
9:30 - 9:40 a.m.: Overview of the Stevens Financial Analytics program
9:40 - 10 a.m.: Q&A with audience