Bloomberg-Columbia Machine Learning in Finance Workshop 2022


On September 23rd Columbia U will hold its annual ML in Finance workshop. Event link. Registration link.

Topics include robust portfolio construction, NLP-clustering, novel computational technique for online PCA, deep learning for statistical arbitrage (equities) and futures (momentum, mr ), both using transformers.

When I lived in NYC I went there every year, and I highly recommend everyone who can to attend! If you are unable to attend you can typically search for the presenter, or name of the lecture, and find a related research paper online, but definitely not 100% - some presentations that were at the conference were definitely not available on the internet.


A few words about the situation in Ukraine: we still need your support! Despite recent advances the situation on the front is very difficult, and Ukrainian military needs more supplies and weapons, particularly artillery - which we cannot manufacture. Russian forces are still in Zaporizhzhia nuclear power station; there are thousands of Ukrainian soldiers in captivity, and millions of civilians forcibly transferred to RF.

I am asking all the readers to reach out to their government representatives to help Ukraine. Your thought and prayers are great, but your actions is what will make a difference! Please make the phonecall.


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