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CAIA Netherlands - Educational Event - Deep Learning, Strategies in Investment Management
Date(s):
March 27, 2019
Note: All times listed are in local time
Venue:De Nieuwe Poort
Claude Debussylaan 2
Amsterdam, 1082 MD
Fee(s):Free Event
Description:Join the CAIA Netherlands Chapter for an educational session and drinks featuring presentations and an interactive discussion with leading Artificial Intelligence investing professionals. Deep Learning, strategies in investment management Wednesday, March 27, 2019 The enormous growth and structure of data, new data science platforms, functioning machine learning tools and low cost computing needs are enabling a paradigm shift in investment management. During this educational event we'll explore the current landscape of artificial intelligence applications in asset management and examples of usage of AI technology in investing. How can AI and deep learning be applied to investing? What tools are used in the application thereof? Join us for insight into deep learning and its application to investment strategies executed by practitioners in this field. The two main topics are "the application of deep learning to index tracking and enhancement" and "Front end solutions: from data to portfolio construction."
Agenda 15:45 - Registration
16:00 - Speakers presentations and Q&A
Luiz Felix, Senior Portfolio Manager at APG
Deep learning - Application to index tracking and enhancement: overview of types of applications and examples of usage of AI technology in investing and Advantages and challenges of using DL in investing.
Rani Piputri, Head of Automated Intelligence Investing at NN Investment Partners
Deep Learing: From data to portfolio construction: improvement in data quality across multiple asset classes and practical use of DL in portfolio construction process in equities.
18:00 -Drinks (1 hour)
This event is complimentary. As there is a limited capacity for the event we ask that you please register as early as possible to reserve your spot. Speakers Luiz Felix, Senior Portfolio Manager at APG Luiz Felix has worked in financial markets since 2001, starting his career as a fixed income portfolio manager in Brazil. In 2005, he joined ABN AMRO Asset Management in Amsterdam as a quantitative investment strategist. Since 2008 he works at the Asset Allocation & Overlay (AA&O) team of APG Asset Management. In AA&O Luiz has managed several derivative-based strategies, ranging from hedging and protection programs to systematic active strategies as well as a global macro hedge fund portfolio. He is the main designer of APG's tactical asset allocation (TAA) and the active FX mandates. Lately, his research focus on the application of artificial intelligence techniques to investing, leading him to develop natural language processing- and deep learning-based investment strategies. Luiz holds a PhD in Finance from the VU University. Rani Piputri, CAIA, CFA, Head of Automated Intelligence Investing at NN Investment Partners Rani Piputri is the Head of Automated Intelligence Investing at NN Investment Partners, where she is responsible for EUR 6.5 billion AuM across a broad range of strategies and asset classes. The Automated Intelligence Investing team focuses on extracting behavioural premia from financial markets, by implementing data-driven strategies, largely based on factor approach and artificial intelligence technologies. She joined NN Investment Partners in 2018, after a role as Principal Equity Strategies at Aspect Capital. Prior to this, she was a Partner and Senior Portfolio Manager at Saemor Capital, an equity hedge fund, for ten years. She holds a MSc. Degree in Financial Econometrics from the Erasmus University in Rotterdam.
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Speaker information is not available at this time.
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