Artificial intelligence for financial markets

Artificial intelligence for financial markets

The polymodel approach

  • Introduces a new quantitative investing approach that manages highly uncertain markets
  • Guides the reader step by step to a very practical portfolio construction
  • Provides new explicit quantitative trading strategies

The author of the book, Professor Raphael Douady, is one of the world’s most respected quantitative minds. Professor Douady described the book:

We can see this analysis as a gigantic automatic generator of stress tests. Instead of characterizing each fund and the entire portfolio as a proxy made of a combination of risk factors, it represents each asset, each fund, and the portfolio itself, by its list of answers to all these stress tests. , each identified by a shift factor.

Buy the book!

First, a mathematician and economist, specializing in quantitative finance and chaos theory. With more than fifteen years of experience in the banking sector (risk management, options models, trading strategies) and thirty years of research in pure and applied mathematics, developed quantitative solutions and very sophisticated statistical analyses. Former scholarship holder of the Ecole Normale Supérieure in Paris, he also obtained a doctorate. in 1982 in the Hamiltonian dynamic and became strongly involved in Finance in 1993.

Currently affiliated with the Economic Center of the University of Paris 1-Sorbonne (CES) and the National Center for Scientific Research (CNRS).

Appointed International Associate Professor at the Polytechnic Institute of New York University. In addition, he has led and organized numerous academic and practitioner conferences around the world. In addition, in particular the New York University of Mathematical Finance seminar and the Paris Europlace conferences. His most recent research topics are the risks of Hedge Funds. For which Professor Douady has developed powerful and particularly suitable non-linear statistical models, and of systemic risk.

One of the founders and research director of Riskdata, a leading provider of risk management tools for investors, asset managers, hedge funds, funds of funds and pension funds.

In conclusion, appointed Academic Director of a French “Laboratory of Excellence” devoted to financial regulation (LabEx ReFi). Finally, also a member of the Praxis Club, a New York-based think tank that advises the French government on its economic policy. And other related topics and to the “risk committee” of Finance Innovation, an official French entity supporting innovation in financial software.

A new approach to organ shortage

JPMorgan Head of Equities Lee Spelman on Active vs. Passive Investing – Rebellion Research

Artificial intelligence for financial markets