This series of blog posts is based on a talk the author presented at ODSC Europe 2019 alongside Ayub Hanif, VP at JPMorgan’s Quantitative and Derivatives Strategy. We’ll look at how recent developments in automated machine learning and interpretability can help market participants build, test, and understand powerful AI models that support and enhance their investment processes. But first, some context is needed.
Part 1: Beyond the Market-Predicting Magic Box
In which we conclude that the existence of this article is strong evidence that we don’t know how to use AI to predict asset prices, either, and try to get real.