INVESTMENT ANALYTICS IN THE DAWN OF ARTIFICIAL INTELLIGENCE - Hardcover

Bernard Lee

Hardcover

ISBN 10: 9814725358 ISBN 13: 9789814725354

Publisher: World Scientific Publishing Co Pte Ltd, 2019

Synopsis

A class of highly mathematical algorithms works with three-dimensional (3D) data known as graphs. Our research challenge focuses on applying these algorithms to solve more complex problems with financial data, which tend to be in higher dimensions (easily over 100), based on probability distributions, with time subscripts and jumps. The 3D research analogy is to train a navigation algorithm when the way-finding coordinates and obstacles such as buildings change dynamically and are expressed in higher dimensions with jumps.

Our short title "ia≠ai" symbolizes how investment analytics is not a simplistic reapplication of artificial intelligence (AI) techniques proven in engineering. This book presents best-of-class sophisticated techniques available today to solve high dimensional problems with properties that go deeper than what is required to solve customary problems in engineering today.

Dr Bernard Lee is the Founder and CEO of HedgeSPA, which stands for Sophisticated Predictive Analytics for Hedge Funds and Institutions. Previously, he was a managing director in the Portfolio Management Group of BlackRock in New York City as well as a finance professor who has taught and guest-lectured at a number of top universities globally.

Readership: Professionals looking for a step-by-step "cookbook" on algorithms to build and deploy their own investment analytics processes; C-level executives at leading investment firms to technologists doing hands-on deployments.

About this title

About the Author

Dr Bernard Lee, CFA, is Founder and Chief Executive of HedgeSPA, which offers an industry cloud platform for investment managers to automate their process to "manufacture" investment products. HedgeSPA was mentioned by Forbes in 2014 as a potential disruptor in financial technology (FinTech), was named a finalist in multiple global FinTech awards in 2015, and is recently shortlisted by the celebrated Red Herring Top 100. Previously, Dr Lee was a Managing Director at BlackRock in New York City, and was responsible for recruiting and training its finance-related PhDs globally as one of his side jobs. He also won a prestigious industry award for his investment analytics implementation at BlackRock. Dr Lee was a finance professor in the US and Singapore, who has taught or guest-lectured at Columbia, NYU Courant, Stanford Business School and Tsinghua MIT. He has earned his BA, MS and PhD from Princeton, Stanford and Imperial College London, respectively.

Edition details

• Publisher: World Scientific Publishing Co Pte Ltd
• Publication date: 2019
• Language: English
• ISBN 10: 9814725358
• ISBN 13: 9789814725354
• Binding: Hardcover
• Number of pages: 264