AIMA and UBS have the pleasure of hosting Professor Bryan Kelly from AQR to examine “Can Machine’s Learn Finance?”. This session will provide an introduction to some common machine learning techniques, and outline some of the challenges and opportunities they present in the field of investment management (asset pricing, portfolio management).

Please before 5.00pm on Friday August 16th.

About Professor Bryan Kelly

Bryan Kelly is Head of Machine Learning at AQR Capital Management. In addition to his role as Head of Machine Learning, Bryan is also a Professor of Finance at the Yale School of Management, a Research Fellow at the National Bureau of Economic Research and an Associate Director of SOM’s International Center for Finance, and was a Professor of Finance at the University of Chicago Booth School of Business from 2010 to 2017. His research has been published in the American Economic Review, the Quarterly Journal of Economics, the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies, among others. Bryan earned an A.B. in economics from the University of Chicago, an M.A. in economics from the University of California, San Diego and a Ph.D. in Finance from New York University.

Sponsored by: