Developments and Applications in (explainable) ML in Portfolio Management

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Developments and Applications in (explainable) ML in Portfolio Management

Renee Yao explores explainable Machine Learning in Portfolio Management.

Thursday 16 March 2023

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Podcast Description

In this episode of the QuantSpeak podcast, we look ahead to the 2023 Portfolio Management Conference with Renee Yao, Founder of Neo Ivy Capital Management, who will be participating in a panel discussion at the conference.

Renee discusses the issues of explainable machine learning within portfolio management, the takeaways we can expect from the conference’s panel discussion, the rise of machine learning, and Renee’s own career path through quant finance.

Topics & Timestamps

[00:00 - 01:45] Opening, Introductions, Guest Bio, Panel Preview

[01:45 - 04:44] Academic Path, Entry Into Finance, Early Career Motivations

[04:44 - 06:44] Third Generation Quant, Evolution of Quantitative Methods

[06:44 - 08:02] Citadel Experience, Portfolio Skills, Market Context

[08:02 - 12:19] Machine Learning in Finance, AI Milestones, Impact of AlphaGo

[12:19 - 16:29] Statistics and Machine Learning, Methodological Heritage, AI Evolution

[16:29 - 19:28] Explainable Machine Learning, Interpretability Challenges in Portfolio Management

[19:28 - 21:53] Launching a Firm, Building New Infrastructure, AI Belief

[21:53 - 24:59] Women in Finance, Diversity, Role Models, Industry Support

[24:59 - 26:32] Panel Participation, AI in Finance, Motivations and Expectations

[26:32 - 32:03] AI and Human Skills, Automation Trade-Offs, Efficiency, Business Impact

[32:03 - 32:53] Closing Remarks.

Disclaimer

Podcasts are for informational purposes only and provided “as is” without any representation or warranty from Fitch Learning of any kind. Comments or statements expressed by speakers may not be those of the Fitch Learning. Fitch Learning is not providing advice or recommendations. Fitch Learning, its directors, officers, or employees do not accept any liability for any loss arising from the use of information.